Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching

✍ Scribed by Xie, Li

• Book ID: 118205880
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2012
• Tongue: English
• Weight: 314 KB
• Volume: 50
• Category: Article
• ISSN: 0363-0129
• DOI: 10.1137/100816936