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Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation - MaRDI portal

Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation (Q4602533)

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scientific article; zbMATH DE number 6837144
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Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation
scientific article; zbMATH DE number 6837144

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    Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation (English)
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    12 February 2018
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    modified algebraic Riccati equation
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    cone-invariant operators
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    stochastic optimal control
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