Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

Mustapha Ait Rami*, Xi Chen, John B. Moore, Xun Yu Zhou

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    147 Citations (SciVal)

    Fingerprint

    Dive into the research topics of 'Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls'. Together they form a unique fingerprint.

    Mathematics