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MR1834177 (2002e:93112) 93E20 (65F30 90C40)
Costa, O. L. V.; Aya, J. C. C. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. J. Optim. Theory Appl. 109 (2001), no. 2, 289–309.
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