✦ LIBER ✦

Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems

✍ Scribed by Huang, Jianhui; Yu, Zhiyong

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

Indefinite Stochastic Linear Quadratic C

✍ Rami, M. Ait; Moore, J. B.; Zhou, Xun Yu 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 189 KB

General Linear Quadratic Optimal Stochas

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

Numerical solution of large-scale Lyapun

✍ Peter Benner; Jing-Rebecca Li; Thilo Penzl 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB

Linear-Quadratic Optimal Control Problem

✍ Yong, Jiongmin 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 291 KB

Computational Method for Solving a Stoch

✍ Iiduka, Hideaki; Yamada, Isao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 440 KB