Gerhard Freiling, S.-R. Lee, Gerhard Jank. Coupled matrix Riccati equations in minimal cost variance control problems. IEEE Trans. Automat. Contr., 44(3):556-560, 1999. [doi]
@article{FreilingLJ99,
title = {Coupled matrix Riccati equations in minimal cost variance control problems},
author = {Gerhard Freiling and S.-R. Lee and Gerhard Jank},
year = {1999},
doi = {10.1109/9.751349},
url = {http://dx.doi.org/10.1109/9.751349},
researchr = {https://researchr.org/publication/FreilingLJ99},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {44},
number = {3},
pages = {556-560},
}