An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games

Systems and Control Letters

Volumn 59, Issue 1, 2010, Pages 50-56

  Feng, Yantao ^a   Anderson, Brian D O ^b,c  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c CSIRO   (Australia)

Author keywords

Iterative; SARE; Stochastic

Indexed keywords

ALGEBRAIC RICCATI EQUATIONS; EXISTING METHOD; GLOBALLY CONVERGENT; INDEFINITE QUADRATIC TERM; ITERATIVE ALGORITHM; NEGATIVE SEMI-DEFINITE; NUMERICAL EXAMPLE; ZERO-SUM GAME;

ALGEBRA; ALGORITHMS; GAME THEORY; PROBLEM SOLVING; RICCATI EQUATIONS; STOCHASTIC SYSTEMS;

ITERATIVE METHODS;

EID: 74449083177     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2009.11.006     Document Type: Article

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