Existence of a mean-square stabilizing solution to a modified algebraic Riccati equation (Q4602533)
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scientific article; zbMATH DE number 6837144
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| English | Existence of a mean-square stabilizing solution to a modified algebraic Riccati equation |
scientific article; zbMATH DE number 6837144 |
Statements
Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation (English)
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12 February 2018
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modified algebraic Riccati equation
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cone-invariant operators
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stochastic optimal control
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0.8571212291717529
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0.8282417058944702
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0.7954469323158264
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