Loading...
On Uniqueness of Strong Solution of Stochastic Systems
A kind of the well-known matrix Riccati equations which arise in certain stochastic optimal problems is investigated. With the aid of the operator spectrum and the generalized Lyapunov equation approach, we give a sufficient condition for existence and uniqueness of the strong solution related to th...
Na minha lista:
| Main Authors: | , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Hindawi Limited
2014-01-01
|
| Serier: | Abstract and Applied Analysis |
| Online adgang: | http://dx.doi.org/10.1155/2014/890925 |
| Tags: |
Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!
|