Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control. Fan, H., Weng, P. C., & Chu, E. K. Numerical Algorithms, 71(2):245-272, 2016.
Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control. [link]Link  Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control. [link]Paper  bibtex   
@article{journals/na/FanWC16,
  added-at = {2016-01-27T00:00:00.000+0100},
  author = {Fan, Hung-Yuan and Weng, Peter Chang-Yi and Chu, Eric King-Wah},
  biburl = {http://www.bibsonomy.org/bibtex/21aadec1f9fbe43f7a9ca146f6ca79721/dblp},
  ee = {http://dx.doi.org/10.1007/s11075-015-9991-8},
  interhash = {05d47251c6eb3262f944fc96ac728170},
  intrahash = {1aadec1f9fbe43f7a9ca146f6ca79721},
  journal = {Numerical Algorithms},
  keywords = {dblp},
  number = 2,
  pages = {245-272},
  timestamp = {2016-01-28T11:37:10.000+0100},
  title = {Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control.},
  url = {http://dblp.uni-trier.de/db/journals/na/na71.html#FanWC16},
  volume = 71,
  year = 2016
}

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