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Iterative procedure for stablilizing solutions of differential Riccati type equations arising in stochastic control.
Vasile Dragan
Toader Morozan
Adrian-Mihail Stoica
Published in:
Analysis and Optimization of Differential Systems (2002)
Keyphrases
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iterative procedure
optimal solution
closed form
stochastic control
closed form solutions
differential equations
brownian motion
queueing systems
mathematical model
optimal control
dynamical systems
operations management
hamilton jacobi bellman