scientific article; zbMATH DE number 1984096

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zbMath1027.15009MaRDI QIDQ4427726

A. Hochhaus, Gerhard Freiling

Publication date: 22 September 2003

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

zbMATH Keywords

iterative procedure generalized algebraic Riccati equation stabilizing solution algebraic matrix equations generalized algebraic Riccati system Kalman-Popov-Yakubovich system stochastic linear quadratic optimal control problems

Mathematics Subject Classification ID

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

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