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"On stochastic Riccati equations for the stochastic LQR problem."

Jinghao Zhu (2005)

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DOI: 10.1016/J.SYSCONLE.2004.07.003

access: closed

type: Journal Article

metadata version: 2020-02-24

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Jinghao Zhu:
On stochastic Riccati equations for the stochastic LQR problem. Syst. Control. Lett. 54(2): 119-124 (2005)

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