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On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case - MaRDI portal

On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case (Q5132585)

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scientific article; zbMATH DE number 7273564
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English
On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case
scientific article; zbMATH DE number 7273564

    Statements

    title
    On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case (English)
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    author
    Samir Aberkane
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    Vasile Dragan
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    publication date
    12 November 2020
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    zbMATH Keywords
    stochastic Riccati equations
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    stabilizing solution
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    stochastic control
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    zero-sum dynamic games
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    cites work
    Q5462438
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    Q5410138
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    Q4550566
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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    91A50
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    91A05
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    93E20
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    zbMATH DE Number
    7273564
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    OpenAlex ID
    W3048789344
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    arXiv ID
    2006.01486
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