Iterative techniques for Riccati game equations

DOI10.1007/BF00936720zbMath0336.65043MaRDI QIDQ1230362

E. F. Mageirou

Publication date: 1977

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Numerical methods for initial value problems involving ordinary differential equations (65L05) General theory for ordinary differential equations (34A99)

Related Items (6)

Successive approximation procedure for steady-state optimal control of bilinear systems ⋮ A policy iteration algorithm for the American put option and free boundary control problems ⋮ Stabilization of feedback control and stabilizability optimal solution for nonlinear quadratic problems ⋮ Decentralized stabilization via game theoretic methods ⋮ Design of linear feedback laws for bilinear systems ⋮ Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation

Cites Work

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• Decentralized stabilization via game theoretic methods
• Values and strategies for infinite time linear quadratic games
• Monotone Approximation in Dynamic Programming and the Calculus of Variations

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