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Solvability of Stochastic Discrete Algebraic Riccati Equation
Solvability of Stochastic Discrete Algebraic Riccati Equation
2002
Yibing Tang
Michio Kono
Tatsuo Suzuki
Keywords:
Linear-quadratic regulator
Mathematical optimization
Riccati equation
Algebraic Riccati equation
Mathematics
Control theory
Applied mathematics
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