Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

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]

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