Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control (Q5251925)

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scientific article; zbMATH DE number 6438325
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    Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
    scientific article; zbMATH DE number 6438325

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      Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control (English)
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      21 May 2015
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      rational algebraic Riccati equation
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      stochastic algebraic Riccati equation
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      stochastic optional control
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      generalized Lyapunov equation
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      generalized Stein equation
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