All Stories

  1. Sufficient conditions for Nash equilibrium point in the Linear Quadratic game for Markov jump positive systems
  2. Linear Quadratic Differential Games and Applications
  3. On computing the stabilizing solution of a class of discrete-time periodic Riccati equations
  4. Stochastic Modeling and Financial Applications
  5. Stochastic Modeling and Control
  6. Equilibrium in Nash differential games via Lyapunov-type iterations
  7. Stein iterations for the coupled discrete-time Riccati equations
  8. Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
  9. On some iterations for optimal control of jump linear equations
  10. A method to solve the discrete-time coupled algebraic Riccati equations
  11. Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
  12. On the Matrix EquationX = Q − S∗X†S
  13. Iterations for solving a rational Riccati equation arising in stochastic control
  14. A method for solving the spectral problem for complex matrices
  15. Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems