ON A MATRIX RICCATI EQUATION OF STOCHASTIC CONTROL

[1] FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING .5. POSITIVITY AND QUASI-LINEARITY [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1955, 41 (10) : 743 - 746

[2] KALMAN RE, 1963, 1ST P S ENG APPL RAN, P270

[3] KANTOROVICH LV, 1964, FUNCTIONAL ANALYSIS

[4] KLEINMAN DL, 1966, ESLR271 MASS I TECHN

[5] POTTER JE, 1965, RE9 MASS I TECHN EXP

[6] ON POLE ASSIGNMENT IN MULTI-INPUT CONTROLLABLE LINEAR SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (06) : 660 - +

[7] Wonham WM., 1967, SIAM J CONTROL, V5, P486, DOI 10.1137/0305028

[1] FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING .5. POSITIVITY AND QUASI-LINEARITY [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1955, 41 (10) : 743 - 746

[2] KALMAN RE, 1963, 1ST P S ENG APPL RAN, P270

[3] KANTOROVICH LV, 1964, FUNCTIONAL ANALYSIS

[4] KLEINMAN DL, 1966, ESLR271 MASS I TECHN

[5] POTTER JE, 1965, RE9 MASS I TECHN EXP

[6] ON POLE ASSIGNMENT IN MULTI-INPUT CONTROLLABLE LINEAR SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (06) : 660 - +

[7] Wonham WM., 1967, SIAM J CONTROL, V5, P486, DOI 10.1137/0305028