✦ LIBER ✦

The stochastic Riccati equation

✍ Scribed by R. Bellman; G. Adomian

Publisher: Elsevier Science
Year: 1980
Tongue: English
Weight: 127 KB
Volume: 4
Category: Article
ISSN: 0362-546X
DOI: 10.1016/0362-546x(80)90022-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Generalized Riccati equations arising in

Generalized Riccati equations arising in stochastic games

✍ Michael McAsey; Libin Mou 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 189 KB

We study a class of rational matrix differential equations that generalize the Riccati differential equations. The generalization involves replacing positive definite "weighting" matrices in the usual Riccati equations with either semidefinite or indefinite matrices that arise in linear quadratic co

A numerical solution of the stochastic d

A numerical solution of the stochastic discrete algebraic Riccati equation

✍ Nobuya Takahashi; Michio Kono; Tatsuo Suzuki; Osamu Sato 📂 Article 📅 2009 🏛 Springer Japan 🌐 English ⚖ 273 KB

Almost-periodic solutions for Riccati eq

Almost-periodic solutions for Riccati equations of stochastic control

✍ T. Morozan 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 277 KB

On the Riccati equation

✍ Richard M Koch; Franklin Lowenthal 📂 Article 📅 1970 🏛 Elsevier Science 🌐 English ⚖ 482 KB

Global Solutions to a Game-Theoretic Ric

Global Solutions to a Game-Theoretic Riccati Equation of Stochastic Control

✍ V. Dragan; T. Morozan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 397 KB

Direct solution of a riccati equation ar

Direct solution of a riccati equation arising in stochastic control theory

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