Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls - Rami, M.A.; Xi Chen; Moore, J.B.; Xun Yu Zhou (IEEE transactions on automatic control, 2001)
Keywords: Asymptotic properties; Control equipment; Control systems; Cost function; Differential equations; Horizon; Linear quadratic; Linear systems; Mathematical analysis; Nonlinear equations; Optimal control; Riccati equation; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems