Almost-periodic solutions for Riccati equations of stochastic control
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Publication:1334923
DOI10.1007/BF01189450zbMath0806.93061MaRDI QIDQ1334923
Publication date: 26 September 1994
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
almost-periodic solutions; affine stochastic differential equations; Riccati equations of stochastic control
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Cites Work
- Quadratic control for linear periodic systems
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- A NEW APPROACH TO ALMOST PERIODICITY