✦ LIBER ✦

LMI optimization for nonstandard Riccati equations arising in stochastic control

✍ Scribed by Rami, M.A.; Ghaoui, L.E.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Iterations for solving a rational Riccat

✍ Ivan Ganchev Ivanov 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 267 KB

Direct solution of a riccati equation ar

✍ G. Da Prato 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 641 KB

A New Approach to Linearly Perturbed Ric

✍ M. D. Fragoso; O. L. V. Costa; C. E. de Souza 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 241 KB

On an infinite dimensional perturbed Ric

✍ Marcelo D. Fragoso; Jack Baczynski 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 250 KB

On the existence of maximal solution for

✍ Carlos E. de Souza; Marcelo D. Fragoso 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 310 KB

A new fundamental solution for different

✍ William M. McEneaney 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 303 KB