Patrícia Helena Moraes Rêgo, João Viana da Fonseca Neto, Ernesto Franklin Marcal Ferreira. T factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming. Int. J. Systems Science, 46(11):2006-2028, 2015. [doi]
Abstract is missing.