Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (Q4540329)
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scientific article; zbMATH DE number 1769560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls |
scientific article; zbMATH DE number 1769560 |
Statements
Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (English)
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21 July 2002
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indefinite stochastic linear quadratic control
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linear matrix inequality
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generalized differential Riccati equation
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generalized algebraic Riccati equation
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