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}, }