scientific article

zbMath0755.93081MaRDI QIDQ3975071

Carlos E. de Souza, Marcelo Dutra Fragoso

Publication date: 26 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Riccati equationlinear quadratic stochastic optimal control

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Optimal stochastic control (93E20)