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Global solutions to a game-theoretic Riccati equation of stochastic control - MaRDI portal

Global solutions to a game-theoretic Riccati equation of stochastic control (Q1366808)

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scientific article; zbMATH DE number 1062192
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Global solutions to a game-theoretic Riccati equation of stochastic control
scientific article; zbMATH DE number 1062192

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    Global solutions to a game-theoretic Riccati equation of stochastic control (English)
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    17 September 1997
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    existence of global solutions to game-theoretic Riccati equations
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    disturbance attenuating state feedback
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