An addendum to the problem of numerical computation of the...

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IMA Journal of Mathematical Control and Information 2018 / 01

An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control

Dragan, Vasile, Aberkane, Samir
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Language:
english
Journal:
IMA Journal of Mathematical Control and Information
DOI:
10.1093/imamci/dnx059
Date:
January, 2018
File:
PDF, 287 KB
english, 2018
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