A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control.
Vasile DraganIvan Ganchev IvanovPublished in: Int. J. Control (2011)
Keyphrases
- game theoretic
- game theory
- hamilton jacobi bellman
- stochastic control
- decision problems
- hamilton jacobi
- optimal control
- imperfect information
- trust model
- finite difference
- differential equations
- mathematical model
- cooperative
- optimal solution
- decision making
- nash equilibrium
- control problems
- queueing systems
- operations management
- dynamical systems