The geometry of the riccati equation-Reference-Cited by-同舟云学术

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The geometry of the riccati equation

Published:1975-01 Issue:1-4 Volume:1 Page:129-149
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Rodriguez-Canabal J.

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442507308833105

Reference20 articles.

Cited by 30 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Appendix: State-Variance Matrices;Communications and Control Engineering;2021

2. Appendix: Matrix Equations;Communications and Control Engineering;2021

3. EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT;International Journal of Theoretical and Applied Finance;2017-04-02

4. Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction;International Journal of Control;1994-04

5. A Matrix Cross Ratio Theorem for the Riccati Equation;Computers & Mathematics with Applications;1993-08

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