On a Matrix Riccati Equation of Stochastic Control
- 1 November 1968
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 6 (4) , 681-697
- https://doi.org/10.1137/0306044
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- On pole assignment in multi-input controllable linear systemsIEEE Transactions on Automatic Control, 1967
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967
- FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITYProceedings of the National Academy of Sciences, 1955