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A note on the exponential stability of a matrix Riccati equation of stochastic control
Kybernetika, Tome 11 (1975) no. 3, pp. 218-222 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 34D05, 93C15, 93E15, 93E20 
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Zabczyk, Jerzy. A note on the exponential stability of a matrix Riccati equation of stochastic control. Kybernetika, Tome 11 (1975) no. 3, pp. 218-222. http://geodesic.mathdoc.fr/item/KYB_1975_11_3_a2/

[1] W. M. Wonham: On a matrix Riccati equation of stochastic control. SIAM J. Control 6 (1968), 681-697. | MR

[2] I. M. Rodriguez-Canabal: The geometry of the Riccati equation. Ph. D. dissertation, University of Southern California, June 1972.

[3] P. Hartman: Ordinary Differential Equations. John Wiley and Sons, New York 1964. | MR | Zbl

[4] J. Zabczyk: On stochastic control of discrete time systems in Hilbert space. SIAM J. Control (to appear). | MR

[5] M. A. Krasnosel'skii: Positive Solutions of Operator Equations. P. Noordhoff Ltd., Groningen 1964. | MR

[6] R. S. Bucy P. D. Joseph: Filtering for Stochastic Processes with Applications to Guidance. Interscience Publishers, New York - London 1968. | MR