On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case-Reference-Cited by-同舟云学术

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On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case

Published:2020-07-02 Issue:7 Volume:26 Page:913-951
ISSN:1023-6198
Container-title:Journal of Difference Equations and Applications
language:en
Short-container-title:Journal of Difference Equations and Applications

Author:

Aberkane Samir¹²^ORCID,Dragan Vasile³⁴

Affiliation:

1. Universit de Lorraine, CRAN, UMR 7039, Vanduvre-les-Nancy Cedex, France

2. CNRS, CRAN, UMR 7039, Vanduvre-les-Nancy Cedex, France

3. Institute of Mathematics “Simion Stoilow” of the Romanian Academy, Bucharest, Romania

4. The Academy of the Romanian Scientists, Bucharest, Romania

Publisher

Informa UK Limited

Subject

Applied Mathematics,Algebra and Number Theory,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/10236198.2020.1801661

Reference17 articles.

1. Bounded Real Lemma for Nonhomogeneous Markovian Jump Linear Systems

2. filtering of periodic Markovian jump systems: Application to filtering with communication constraints

3. On the Existence of the Stabilizing Solution of a Class of Periodic Stochastic Riccati Equations

4. Matrix Riccati Equations in Control and Systems Theory

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space;Automatica;2024-11

2. Including stochastics in Prediction-Based Control of difference systems: Stabilizing and destabilizing by noise;Systems & Control Letters;2024-11

3. A Deterministic Setting for the Numerical Computation of the Stabilizing Solutions to Stochastic Game-Theoretic Riccati Equations;Mathematics;2023-04-27

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