Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

SIAM Journal on Control and Optimization - Tập 40 Số 4 - Trang 1296-1311 - 2002
Mustapha Ait Rami1, J.B. Moore2, Xun Yu Zhou3
1Department of Information Engineering, The Chi-nese University of Hong Kong, Shatin, Hong Kong,
2Research School of Information Sciences and Engineer-ing, The Australian National University, Canberra, ACT 0200, Australia,
3Department of Systems Engineering and Engineer-ing Management, The Chinese University of Hong Kong, Shatin, Hong Kong,

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SIAM Journal on Control and Optimization

Tập 40 Số 4

1296-1311

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