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"Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic ..."

Zhen-Chen Guo, Xin Liang (2023)

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DOI: 10.1137/22M1514647

access: closed

type: Journal Article

metadata version: 2023-12-10

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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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