On the matrix Riccati equation for linear systems with random gain
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Publication:4099506
DOI10.1109/TAC.1976.1101325zbMath0333.93053MaRDI QIDQ4099506
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93E99: Stochastic systems and control
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
93E20: Optimal stochastic control
93E15: Stochastic stability in control theory
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