Jean-Pierre Le Cadre, Olivier Trémois. The Matrix Dynamic Programming Property and Its Implications. SIAM J. Matrix Analysis Applications, 18(4):818-826, October 1997. [doi]
@article{CadreT97,
title = {The Matrix Dynamic Programming Property and Its Implications},
author = {Jean-Pierre Le Cadre and Olivier Trémois},
year = {1997},
month = {October},
doi = {10.1137/s0895479895288334},
url = {https://doi.org/10.1137/s0895479895288334},
researchr = {https://researchr.org/publication/CadreT97},
cites = {0},
citedby = {0},
journal = {SIAM J. Matrix Analysis Applications},
volume = {18},
number = {4},
pages = {818-826},
}