검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
COMPUTATIONAL METHOD FOR SOLVING A STOCHASTIC LINEAR-QUADRATIC CONTROL PROBLEM GIVEN AN UNSOLVABLE STOCHASTIC ALGEBRAIC RICCATI EQUATION Iiduka H, Yamada I SIAM Journal on Control and Optimization, 50(4), 2173, 2012 |
| 2 |
Multidimensional backward stochastic Riccati equations and applications Kohlmann M, Tang SJ SIAM Journal on Control and Optimization, 41(6), 1696, 2002 |