Document Zbl 0362.49014

Discrete Riccati equations: Alternative algorithms, asymptotic properties, and system theory interpretations. (English) Zbl 0362.49014

Control dyn. Syst., Adv. Theory Appl., Vol. 12, 313-386 (1976).

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49J99	Existence theories in calculus of variations and optimal control
93E10	Estimation and detection in stochastic control theory

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