On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control (Q914643)

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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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