• Title of article

    On stochastic Riccati equations for the stochastic LQR problem

  • Author/Authors

    Jinghao Zhu، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2005
  • Pages
    6
  • From page
    119
  • To page
    124
  • Keywords
    Stochastic Riccati equation , Linear quadratic regulator , Brownian motion
  • Journal title
    Systems and Control Letters
  • Serial Year
    2005
  • Journal title
    Systems and Control Letters
  • Record number

    142232

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=142232