On a Matrix Riccati Equation of Stochastic Control

SIAM Journal on Control 1968 / 11 Vol. 6; Iss. 4

On a Matrix Riccati Equation of Stochastic Control

Wonham, W. M.
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Volume:
6
Language:
english
Journal:
SIAM Journal on Control
DOI:
10.1137/0306044
Date:
November, 1968
File:
PDF, 1.21 MB
english, 1968
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