Mustapha Ait Rami, Xi Chen, John B. Moore, Xun Yu Zhou. Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls. IEEE Trans. Automat. Contr., 46(3):428-440, 2001. [doi]
@article{RamiCMZ01,
title = {Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls},
author = {Mustapha Ait Rami and Xi Chen and John B. Moore and Xun Yu Zhou},
year = {2001},
doi = {10.1109/9.911419},
url = {http://dx.doi.org/10.1109/9.911419},
researchr = {https://researchr.org/publication/RamiCMZ01},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {46},
number = {3},
pages = {428-440},
}