Yüklüyor......
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...
Kaydedildi:
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Hindawi Limited
2014-01-01
|
| Seri Bilgileri: | Abstract and Applied Analysis |
| Online Erişim: | http://dx.doi.org/10.1155/2014/890925 |
| Etiketler: |
Etiketle
Etiket eklenmemiş, İlk siz ekleyin!
|