On an infinite dimensional perturbed Riccati differential equation arising in stochastic control

Marcelo D. Fragoso, Jack Baczynski. On an infinite dimensional perturbed Riccati differential equation arising in stochastic control. In 6th European Control Conference, ECC 2001, Porto, Portugal, September 4-7, 2001. pages 2582-2586, IEEE, 2001. [doi]

Abstract

Abstract is missing.