On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem (1992)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Language: Inglês
- Imprenta:
- Publisher: Laboratorio Nacional de Computacao Cientifica
- Publisher place: Rio de Janeiro
- Date published: 1992
-
ABNT
COSTA, Oswaldo Luiz do Valle e FRAGOSO, M D. On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem. . Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. . Acesso em: 06 fev. 2026. , 1992 -
APA
Costa, O. L. do V., & Fragoso, M. D. (1992). On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem. Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. -
NLM
Costa OL do V, Fragoso MD. On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem. 1992 ;[citado 2026 fev. 06 ] -
Vancouver
Costa OL do V, Fragoso MD. On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem. 1992 ;[citado 2026 fev. 06 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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