Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (Q4540329): Difference between revisions

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Latest revision as of 22:36, 19 March 2024

scientific article; zbMATH DE number 1769560
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English
Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
scientific article; zbMATH DE number 1769560

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    Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (English)
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    21 July 2002
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    indefinite stochastic linear quadratic control
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    linear matrix inequality
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    generalized differential Riccati equation
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    generalized algebraic Riccati equation
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