Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system

DOI10.1023/A:1018903104476zbMath0885.93019OpenAlexW343421548MaRDI QIDQ1373122

Vera Angelova, Michael M.Konstantinov

Publication date: 6 April 1998

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018903104476

zbMATH Keywords

sensitivity analysisperturbationboundsdifferential matrix Riccati equation

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35)

Related Items (1)

A mean field game approach for a class of linear quadratic discrete choice problems with congestion avoidance

This page was built for publication: Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system