Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation (Q2968552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation |
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Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation (English)
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17 March 2017
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stochastic Riccati equations
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stochastic control
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comparison theorem
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iterative computation
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