For Ito stochastic LQ control with indefinite state and control weights, mean-square stabilizability is shown to be equivalent, under exact detectability, to solvability of a generalized algebraic Riccati equation.
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Stabilization Control for ItO Stochastic System with Indefinite State and Control Weight Costs
For Ito stochastic LQ control with indefinite state and control weights, mean-square stabilizability is shown to be equivalent, under exact detectability, to solvability of a generalized algebraic Riccati equation.