A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (Q2909396)
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scientific article; zbMATH DE number 6074197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control |
scientific article; zbMATH DE number 6074197 |
Statements
A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (English)
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30 August 2012
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stabilizing solution
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game theoretic algebraic Riccati equation
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\(H_\infty\) control problem
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stochastic systems
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