Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation.
Vasile DraganSamir AberkanePublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- differential equations
- game theoretic
- continuous functions
- numerical integration
- nonlinear differential equations
- boundary value problem
- optimal control problems
- fractional order
- game theory
- brownian motion
- numerical methods
- feed forward artificial neural networks
- difference equations
- dynamical systems
- ordinary differential equations
- decision problems
- numerical solution
- closed form
- nash equilibrium
- partial differential equations
- imperfect information
- image processing
- approximation algorithms
- pure nash equilibrium
- np hard
- lower bound
- cooperative
- pure nash equilibria
- optimal solution