Computer Physics Communications · 1984 · 40 citations · 13 references
Natural SciencesMathematicsPhysicsComputational MechanicsDifferential EquationsDynamical SystemsMatrix ComputationNumerical AnalysisNumerical Methods For Differential EquationsPartial Differential EquationsSystems Of Differential EquationsMatrix Equation SolversMatrix FormulationNonlinear Equation SolversNonlinear Systems Solvers
13
On a Matrix Riccati Equation of Stochastic Control
W.M. Wonham · SIAM Journal on Control · 1968 · 1K citations
James E. Potter · SIAM Journal on Applied Mathematics · 1966 · 470 citations
Riccati Differential Equations
William T. Reid, David Jordan · Journal of Dynamic Systems Measurement and Control · 1975 · 415 citations · Full text