Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

13 years 11 months ago

We consider a stochastic linear

Mustapha Ait Rami, John B. Moore, Xun Yu Zhou

Indefinite Costs | Indefinite Lq Problem | Riccati Equation | SIAMCO 2002 |

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Added	23 Dec 2010
Updated	23 Dec 2010
Type	Journal
Year	2002
Where	SIAMCO
Authors	Mustapha Ait Rami, John B. Moore, Xun Yu Zhou

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