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]

@article{RamiZ00,
  title = {Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls},
  author = {Mustapha Ait Rami and Xun Yu Zhou},
  year = {2000},
  doi = {10.1109/9.863597},
  url = {http://dx.doi.org/10.1109/9.863597},
  researchr = {https://researchr.org/publication/RamiZ00},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {45},
  number = {6},
  pages = {1131-1143},
}