A new approach to lineary perturbed Riccati equations arising in stochastic control
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Publication:1381324
DOI10.1007/s002459900070zbMath0895.93042OpenAlexW2067573516MaRDI QIDQ1381324
Marcelo Dutra Fragoso, Oswaldo L. V. Costa, Carlos E. de Souza
Publication date: 21 September 1998
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459900070
Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Model systems in control theory (93C99)
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