Direct solution of a Riccati equation arising in a...

Applied Mathematics & Optimization 1986 / 04 Vol. 14; Iss. 1

Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary

Franco Flandoli
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Volume:
14
Language:
english
Pages:
23
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/bf01442231
Date:
April, 1986
File:
PDF, 1.04 MB
english, 1986
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