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On the existence of the stabilizing solution of generalized Riccati equations arising in zero sum stochastic difference games: The time-varying case.
Samir Aberkane
Vasile Dragan
Published in:
CoRR (2020)
Keyphrases
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linear equations
game theory
hamilton jacobi
nonlinear equations
mathematical model
differential equations
nash equilibrium
learning automaton
optimal control problems
nash equilibria
numerical solution
complementarity problems
stochastic games
optimal solution
game theoretic
incomplete information
convex functions
boundary value problem
polynomial equations
linear systems
numerical methods
wave equation