Mustapha Ait Rami, John B. Moore, Xun Yu Zhou. Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation. SIAM J. Control and Optimization, 40(4):1296-1311, 2002. [doi]
@article{RamiMZ02,
title = {Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation},
author = {Mustapha Ait Rami and John B. Moore and Xun Yu Zhou},
year = {2002},
doi = {10.1137/S0363012900371083},
url = {http://dx.doi.org/10.1137/S0363012900371083},
researchr = {https://researchr.org/publication/RamiMZ02},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {40},
number = {4},
pages = {1296-1311},
}