Generalized Riccati difference and differential equations

On a Matrix Riccati Equation of Stochastic Control

W.M. Wonham · SIAM Journal on Control · 1968 · 994 citations

Stochastic Differential Equation, Stochastic Control

Riccati Differential Equations

William T. Reid, David Jordan · Journal of Dynamic Systems Measurement and Control · 1975 · 410 citations · Full text

Riccati Differential Equations, Integrable System, Geometric Partial Differential Equation +1

Controllability, observability and discrete-time markovian jump linear quadratic control

Yuandong Ji, H.J. Chizeck · International Journal of Control · 1988 · 165 citations

Jump Linear Systems, Stochastic Hybrid System, Engineering +8

Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems

André C. M. Ran, Rob Vreugdenhil · Linear Algebra and its Applications · 1988 · 158 citations

Discrete-time Systems, Algebraic Riccati Equations, Discrete Dynamical System +5

Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

Hisham Abou‐Kandil, Gerhard Freiling, Gerhard Jank · IEEE Transactions on Automatic Control · 1994 · 112 citations

Jump Linear Systems, Asymptotic Behavior, Coupled Riccati Equations +6