A Class of Linear Quadratic Gaussian Hybrid Optimal Control Problems with Realization–Independent Riccati Equations
2019 ◽
Vol 267
(1)
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pp. 180-227
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2008 ◽
Vol 15
(9)
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pp. 755-777
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2017 ◽
Vol 61
(3)
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pp. 563-576
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Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
2014 ◽
Vol 68
◽
pp. 68-75
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2020 ◽
Vol 26
◽
pp. 41
2012 ◽
Vol 61
(1)
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pp. 143-147
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2005 ◽
Vol 50
(12)
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pp. 2043-2047
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