On stochastic Riccati equations for the stochastic LQR problem

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Publication:2504510

DOI10.1016/J.SYSCONLE.2004.07.003zbMath1129.93549OpenAlexW2072287534MaRDI QIDQ2504510

Jinghao Zhu

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.07.003




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