"Numerical solution to generalized Lyapunov/Stein and rational Riccati ..."

Hung-Yuan Fan, Peter Chang-Yi Weng, Eric King-Wah Chu (2016)

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DOI: 10.1007/S11075-015-9991-8

access: closed

type: Journal Article

metadata version: 2020-04-25

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Hung-Yuan Fan, Peter Chang-Yi Weng, Eric King-Wah Chu:
Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control. Numer. Algorithms 71(2): 245-272 (2016)

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