A Deterministic Setting for the Numerical Computation of the Stabilizing Solutions to Stochastic Game-Theoretic Riccati Equations
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DOI: 10.3390/math11092068
Abstract: In this paper, we are interested in the numerical aspects of the class of generalized Riccati difference equations which are involved in linear quadratic (LQ) stochastic difference games. More specifically, we address the problem of… read more here.
Keywords: computation; stabilizing solutions; numerical computation; computation stabilizing ... See more keywords