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

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scientific article; zbMATH DE number 4150068
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    On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
    scientific article; zbMATH DE number 4150068

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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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