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On the Existence of the Stabilizing Solution of a Class of Periodic Stochastic Riccati Equations.
Samir Aberkane
Vasile Dragan
Published in:
IEEE Trans. Autom. Control. (2020)
Keyphrases
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linear equations
mathematical model
learning automaton
differential equations
integer programming
numerical methods
hamilton jacobi
monte carlo
linear systems
complementarity problems
optimal solution
learning automata
stochastic programming
nonlinear equations
polynomial equations
optimal control problems