Open AccessErratum: On a Matrix Riccati Equation of Stochastic Control
Author(s) -
W. M. Wonham
Publication year - 1969
Publication title -
siam journal on control
Language(s) - English
Resource type - Journals
eISSN - 2469-4231
pISSN - 0036-1402
DOI - 10.1137/0307026
Subject(s) - algebraic riccati equation , riccati equation , mathematics , linear quadratic regulator , matrix (chemical analysis) , hermitian matrix , control (management) , stochastic control , algebraic number , optimal control , algebra over a field , pure mathematics , computer science , mathematical optimization , mathematical analysis , differential equation , materials science , artificial intelligence , composite material