Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

Mustapha Ait Rami, Xun Yu Zhou. Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls. IEEE Trans. Automat. Contr., 45(6):1131-1143, 2000. [doi]

Authors

Mustapha Ait Rami

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Xun Yu Zhou

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