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"Generalized differential Riccati equation and indefinite stochastic LQ ..."

Chengxin Luo, Enmin Feng (2004)

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DOI: 10.1016/S0096-3003(03)00766-5

access: closed

type: Journal Article

metadata version: 2023-08-28

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Chengxin Luo, Enmin Feng:
Generalized differential Riccati equation and indefinite stochastic LQ control with cross term. Appl. Math. Comput. 155(1): 121-135 (2004)

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