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Synchronizations in Complex Systems Dynamics Through a Multifractal Procedure. [PDF]

open access: yesEntropy (Basel)
Ghizdovat V   +6 more
europepmc   +1 more source

Indefinite Stochastic Riccati Equations

SIAM Journal on Control and Optimization, 2003
For some cases where \(R\), \(Q\), and \(H\) can be indefinite, theorems are proved which establish the existence of a unique bounded solution of the matrix stochastic Riccati equation (which arises in stochastic control) \[ \begin{aligned} dP= & \Biggl\{PA+ A'P+ \sum^k_{j=1} (\Lambda_j C_j+ C_j'\Lambda_j+ C_j' PC_j)+ Q\\ & -\Biggl[PB+ \sum^k_{j=1 ...
Ying Hu, Xun Yu Zhou
openaire   +1 more source

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