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"Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic ..."
Zhen-Chen Guo, Xin Liang (2023)
- Zhen-Chen Guo, Xin Liang:
Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically. SIAM J. Matrix Anal. Appl. 44(4): 1749-1770 (2023)
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