Accelerated Iterations for Finding the Soft-constrained Stochastic Nash Games Equilibrium (Q3114114)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerated Iterations for Finding the Soft-constrained Stochastic Nash Games Equilibrium |
scientific article |
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Accelerated Iterations for Finding the Soft-constrained Stochastic Nash Games Equilibrium (English)
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30 January 2012
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stochastic Riccati equation
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linear operator
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Lyapunov equation
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positive definite solution
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