Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equation has been widely studied in the subsequent centuries.
Willems, Jan C. +2 more
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The discrete time $H_\infty$ control problem : the full-information case [PDF]
This paper is concerned with the discrete time, full-information $H_\infty$ control problem. It turns out that, as in the continuous time case, the existence of an internally stabilizing controller which makes the $H_\infty$ norm strictly less than 1 is ...
Stoorvogel, A.A.
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Constant directions of the Riccati equation [PDF]
A constant direction of the Riccati equation associated with a class of singular discrete-time optimization problems is defined. The set of constant directions is completely characterized using a control viewpoint.
Rappaport, D.
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Gradient-Based Approach to Solve Optimal Periodic Output Feedback Control Problems [PDF]
We discuss the numerical solution of the output feedback optimal periodic control problem by using a gradient search based optimization approach. Extension of this approach to the simultaneous stabilization of periodic multimodels is also considered. For
Varga, A., Pieters, S,
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© 2015 The Franklin Institute. In this paper, the linear quadratic regulation problem is investigated for discrete-time antilinear systems. Two cases are considered: finite time state regulation and infinite time state regulation.
Wu, A. +3 more
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On the maximal solution of the conjugate discrete-time algebraic Riccati equation
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems.
Fan, Hung-Yuan, Chiang, Chun-Yueh
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Variance and volatility swap valuation with nonlinear liquidity-feedback stochastic volatility and regime switching. [PDF]
Fu J, Wang K.
europepmc +1 more source
Riccati-based analytical framework for solving the potential Korteweg-de Vries equation. [PDF]
Jawarneh Y +3 more
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Risk-sensitive mean-field control of large-scale UAV Swarms for stochastic disaster tracking and robust first response. [PDF]
Sayeed MA +3 more
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Bifurcation, quasi-periodic dynamics, chaos, and soliton waves in the van der Waals normal form for fluidized granular matter. [PDF]
Alam MN +4 more
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