Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control (Q5251925)
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scientific article; zbMATH DE number 6438325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control |
scientific article; zbMATH DE number 6438325 |
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Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control (English)
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21 May 2015
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rational algebraic Riccati equation
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stochastic algebraic Riccati equation
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stochastic optional control
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generalized Lyapunov equation
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generalized Stein equation
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