On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero‐sum linear quadratic stochastic differential game

DOI10.1002/OCA.2563zbMath1468.91013OpenAlexW2996602749WikidataQ115397086 ScholiaQ115397086MaRDI QIDQ5000773

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Publication date: 15 July 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2563

zbMATH Keywords

time-varyingstabilizing solutiongeneralized Riccati differential equationszero-sum differential games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games and control (49N70) 2-person games (91A05) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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