On the existence of the stabilizing solution of generalized Riccati equations arising in zero sum stochastic difference games: The time-varying case.
Samir AberkaneVasile DraganPublished in: CoRR (2020)
Keyphrases
- 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