An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
type: Item
instance of: scholarly article
title: An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
zbMATH Open document ID: 1186.93077
author: Yantao Feng
author: Brian D. O. Anderson
published in: Systems \& Control Letters
publication date: 2010-04-06T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 5689504
zbMATH Keywords: iterative
zbMATH Keywords: stochastic
zbMATH Keywords: stochastic algebraic Riccati equations
zbMATH Keywords: LQ zero-sum game
zbMATH Keywords: iterative algorithms
MaRDI profile type: Publication
full work available at URL: j.sysconle.2009.11.006
OpenAlex ID: W2078790707
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DOI: 10.1016/J.SYSCONLE.2009.11.006
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description: scientific article; zbMATH DE number 5689504