On the matrix Riccati equation for linear systems with random gain

DOI10.1109/TAC.1976.1101325zbMath0333.93053MaRDI QIDQ4099506

Tohru Katayama

Publication date: 1976

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E99: Stochastic systems and control

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

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