Geodesic
A note on the exponential stability of a matrix Riccati equation of stochastic control
Kybernetika, Tome 11 (1975) no. 3, p. 222.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 34D05, 93C15, 93E15, 93E20 
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     author = {Zabczyk, Jerzy},
     title = {A note on the exponential stability of a matrix {Riccati} equation of stochastic control},
     journal = {Kybernetika},
     pages = {--222},
     publisher = {mathdoc},
     volume = {11},
     number = {3},
     year = {1975},
     mrnumber = {0393693},
     zbl = {0311.93054},
     language = {en},
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}
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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, p. 222. http://geodesic.mathdoc.fr/item/KYB_1975__11_3_a2/