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An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control.
Vasile Dragan
Samir Aberkane
Published in:
IMA J. Math. Control. Inf. (2019)
Keyphrases
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differential equations
game theoretic
numerical methods
brownian motion
numerical integration
stochastic control
boundary value problem
dynamical systems
game theory
decision problems
cooperative
partial differential equations
imperfect information
nash equilibrium
trust model