A Deterministic Setting for the Numerical Computation of the Stabilizing Solutions to Stochastic Game-Theoretic Riccati Equations

In this paper, we are interested in the numerical aspects of the class of generalized Riccati difference equations which are involved in linear quadratic (LQ) stochastic difference games. More specifically, we address the problem of the numerical computation of the stabilizing solutions for this cla...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Samir Aberkane, Vasile Dragan
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-04-01
Colecção:	Mathematics
Assuntos:	stochastic Riccati equations stochastic control iterative computation deterministic approach
Acesso em linha:	https://www.mdpi.com/2227-7390/11/9/2068
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!