An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control

DOI10.1093/IMAMCI/DNX059zbMath1475.93107OpenAlexW2782822158WikidataQ115275284 ScholiaQ115275284MaRDI QIDQ5162675

Samir Aberkane, Vasile Dragan

Publication date: 5 November 2021

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnx059

zbMATH Keywords

stochastic controlindefinite signperiodic Riccati equationsiterative computation

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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