An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control (Q5162675)
From MaRDI portal
scientific article; zbMATH DE number 7421074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control |
scientific article; zbMATH DE number 7421074 |
Statements
An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control (English)
0 references
5 November 2021
0 references
periodic Riccati equations
0 references
stochastic control
0 references
indefinite sign
0 references
iterative computation
0 references
