Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems (Q634182)

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scientific article; zbMATH DE number 5935045
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Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
scientific article; zbMATH DE number 5935045

    Statements

    Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems (English)
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    2 August 2011
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    game theoretic Riccati equations
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    stabilizing solutions
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    stochastic \(H _{ \infty }\)
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    iterative algorithms
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