flandoli:86:direct¶
BibTeX Entry:
@article{flandoli:86:direct,
author = {Flandoli, Franco},
doi = {10.1007/BF01442231},
fjournal = {Applied Mathematics and Optimization},
issn = {0095-4616,1432-0606},
journal = {Appl. Math. Optim.},
mrclass = {93C20 (93E20)},
mrnumber = {863335},
mrreviewer = {Akira\ Ichikawa},
number = {2},
pages = {107--129},
title = {Direct solution of a {R}iccati equation arising in a stochastic control problem with control and observation on the boundary},
url = {https://doi.org/10.1007/BF01442231},
volume = {14},
year = {1986}
}