Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

Mustapha Rami, John Moore, Xun Zhou

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1296-1311
Journal	Siam Journal on Control and Optimization
Volume	40
Issue number	4
Publication status	Published - 2001

Cite this

@article{0761c327f8c04e019aa16b851b27c9ef,

title = "Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation",

author = "Mustapha Rami and John Moore and Xun Zhou",

year = "2001",

language = "English",

volume = "40",

pages = "1296--1311",

journal = "Siam Journal on Control and Optimization",

issn = "1095-7138",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "4",

}