Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching

Li Xie. Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching. SIAM J. Control and Optimization, 50(1):532-558, 2012. [doi]

Abstract

Abstract is missing.