Indefinite Stochastic Riccati Equations

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Publication:4442976

DOI10.1137/S0363012901391330zbMath1039.60058OpenAlexW1974162151MaRDI QIDQ4442976

Ying Hu, Xun Yu Zhou

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012901391330




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