On the matrix Riccati equation for linear systems with random gain

DOI10.1109/TAC.1976.1101325zbMath0333.93053OpenAlexW2065203695MaRDI QIDQ4099506

Tohru Katayama

Publication date: 1976

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1976.1101325

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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