An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
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Publication:962194
DOI10.1016/j.sysconle.2009.11.006zbMath1186.93077OpenAlexW2078790707MaRDI QIDQ962194
Brian D. O. Anderson, Yantao Feng
Publication date: 6 April 2010
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.11.006
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