On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control (Q914643): Difference between revisions
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Property / cites work: A new approach to lineary perturbed Riccati equations arising in stochastic control / rank | |||
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Property / cites work: On a partially observable LQG problem for systems with Markovian jumping parameters / rank | |||
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Property / cites work: Monotonicity of maximal solutions of algebraic Riccati equations / rank | |||
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Property / cites work: On a Matrix Riccati Equation of Stochastic Control / rank | |||
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Latest revision as of 16:48, 20 June 2024
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English | On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control |
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On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control (English)
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1990
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generalized algebraic Riccati equations
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maximal solution
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