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"Indefinite Stochastic Linear Quadratic Control and Generalized ..."

Mustapha Ait Rami, John B. Moore, Xun Yu Zhou (2002)

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DOI: 10.1137/S0363012900371083

access: closed

type: Journal Article

metadata version: 2023-08-28

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Mustapha Ait Rami, John B. Moore, Xun Yu Zhou:
Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation. SIAM J. Control. Optim. 40(4): 1296-1311 (2002)

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