Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H∞ control problems

Numerical Algorithms

Volumn 57, Issue 3, 2011, Pages 357-375

  Dragan, Vasile ^a   Ivanov, Ivan G ^b  

^a INSTITUTE OF MATHEMATICS   (Romania)

^b Faculty of Economics and Business Administration   (Bulgaria)

Author keywords

Game theoretic Riccati equations; Iterative algorithms; Stabilizing solutions; Stochastic H

Indexed keywords

EID: 79958095882     PISSN: 10171398     EISSN: 15729265     Source Type: Journal    
DOI: 10.1007/s11075-010-9432-7     Document Type: Article

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