Generalized Riccati equations arising in stochastic games
Author:
Publisher
Elsevier BV
Subject
Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory
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4. Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls;Ait Rami;IEEE Trans. Automat. Control,2001
5. Stochastic linear quadratic regulators with indefinite control weight costs;Chen;SIAM J. Control Optim.,1998
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