On the bounded and stabilizing solution of a generalized Riccati differential equation with periodic coefficients arising in connection with a zero sum linear quadratic stochastic differential game
DOI10.1142/9789813142862_0006zbMath1353.34066OpenAlexW2431813264MaRDI QIDQ2829833
Publication date: 8 November 2016
Published in: New Trends in Differential Equations, Control Theory and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9789813142862_0006
periodic coefficientsstabilizing solutiongeneralized Riccati differential equationszero sum differential games
Differential games (aspects of game theory) (91A23) (H^infty)-control (93B36) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Growth and boundedness of solutions to ordinary differential equations (34C11)
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