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Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

✍ Scribed by Rami, M. Ait; Moore, J. B.; Zhou, Xun Yu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Linear matrix inequalities, Riccati equa

✍ Rami, M.A.; Xun Yu Zhou, 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 681 KB

Solution of generalized matrix Riccati d

✍ N. Kumaresan 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

General Linear Quadratic Optimal Stochas

✍ Tang, Shanjian 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 243 KB

Linear Quadratic Differential Games: Sad

✍ Delfour, Michel C. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 273 KB

Stochastic Linear Quadratic Regulators w

✍ Chen, Shuping; Li, Xunjing; Zhou, Xun Yu 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 308 KB

Relationship Between Backward Stochastic

✍ Kohlmann, Michael; Zhou, Xun Yu 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 182 KB