On a Matrix Riccati Equation of Stochastic Control
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Publication:5573782
DOI10.1137/0306044zbMath0182.20803OpenAlexW2102316513MaRDI QIDQ5573782
Publication date: 1968
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0306044
Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03)
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