A Game Theoretic Algorithm to Solve Riccati and Hamilton—Jacobi—Bellman—Isaacs (HJBI) Equations in H ∞ Control (Q3059294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Game Theoretic Algorithm to Solve Riccati and Hamilton—Jacobi—Bellman—Isaacs (HJBI) Equations in H ∞ Control |
scientific article |
Statements
A Game Theoretic Algorithm to Solve Riccati and Hamilton—Jacobi—Bellman—Isaacs (HJBI) Equations in H ∞ Control (English)
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8 December 2010
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Riccati
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Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations
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iterative methods
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game theoretic algorithm
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local quadratic rate of convergence
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