Journal of Optimization Theory and Applications · 1982 · 43 citations · 7 references
Social SciencesEconomicsDynamical SystemsGame TheoryControl TheoryNash EquilibriumNoncooperative Game TheoryOptimal ControlStability TheoryDifferential GamesEquilibrium ExistenceGame-theoretic Equilibrium ExistenceNash Equilibrium ExistenceOpen-loop Equilibrium
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On a Matrix Riccati Equation of Stochastic Control
W.M. Wonham · SIAM Journal on Control · 1968 · 1K citations
Riccati Differential Equations
William T. Reid, David Jordan · Journal of Dynamic Systems Measurement and Control · 1975 · 415 citations · Full text