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"Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control."

Liping Zhang et al. (2015)

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DOI: 10.1137/140953204

access: closed

type: Journal Article

metadata version: 2024-05-23

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  - https://dblp.org/rec/journals/siamsc/ZhangFCW15
Liping Zhang, Hung-Yuan Fan, Eric King-Wah Chu, Yimin Wei:
Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control. SIAM J. Sci. Comput. 37(1) (2015)

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