Two iterative algorithms for stochastic algebraic Riccati matrix equations (Q2007540)

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scientific article; zbMATH DE number 7134989
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Two iterative algorithms for stochastic algebraic Riccati matrix equations
scientific article; zbMATH DE number 7134989

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    Two iterative algorithms for stochastic algebraic Riccati matrix equations (English)
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    22 November 2019
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    stochastic Riccati matrix equations
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    iterative algorithms
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    linear stochastic systems
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