On the bounded and stabilizing solution of a generalized Riccati differential equation with periodic coefficients arising in connection with a zero sum linear quadratic stochastic differential game (Q2829833)
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scientific article; zbMATH DE number 6649388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the bounded and stabilizing solution of a generalized Riccati differential equation with periodic coefficients arising in connection with a zero sum linear quadratic stochastic differential game |
scientific article; zbMATH DE number 6649388 |
Statements
On the bounded and stabilizing solution of a generalized Riccati differential equation with periodic coefficients arising in connection with a zero sum linear quadratic stochastic differential game (English)
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8 November 2016
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generalized Riccati differential equations
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stabilizing solution
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periodic coefficients
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zero sum differential games
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