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. 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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