Results 151 to 160 of about 34,677 (208)

Indefinite Stochastic Riccati Equations

SIAM Journal on Control and Optimization, 2003
For some cases where \(R\), \(Q\), and \(H\) can be indefinite, theorems are proved which establish the existence of a unique bounded solution of the matrix stochastic Riccati equation (which arises in stochastic control) \[ \begin{aligned} dP= & \Biggl\{PA+ A'P+ \sum^k_{j=1} (\Lambda_j C_j+ C_j'\Lambda_j+ C_j' PC_j)+ Q\\ & -\Biggl[PB+ \sum^k_{j=1 ...
Hu, Ying, Zhou, Xun Yu
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The Riccati Equation

1991
contributions by G. Ammar, T. Basar, R. Bitmead, S. Bittanti, F. M. C. Callier, P. Colaneri, G. De Nicolao, M. Gevers, V. Kucera, P. Lancaster, A. J. Laub, C.F. Martin, L. Rodman, M. A. Shayman, H. L. Trentelman, J. L. Willems, J.
BITTANTI, SERGIO   +2 more
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Generalized Operator Riccati Equations

SIAM Journal on Mathematical Analysis, 1985
Summary: The Riccati equation \(dU/dt=AU+UB^*+UCU+D\) on the space \({\mathcal L}(X)\) of bounded linear operators on a reflexive Banach space X arises in control theory and transport theory. A more general problem is the following. Let A and B be closed linear operators in X and \(X^*\) respectively and let \({\mathcal F}\) be a map from [0,T)\(\times
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The Periodic Riccati Equation

1991
The history of the time-varying Riccati equation can be traced back to Riccati’s original manuscripts of 1715–1725. Indeed, the major concern of Count Riccati was to study the problem of the separation of variables in quadratic and time-varying scalar differential equations [1].
BITTANTI, SERGIO   +2 more
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Matrix Riccati Differential Equations

Journal of the Society for Industrial and Applied Mathematics, 1965
Chiellini [1] considered this system, and showed that knowledge of n solutions, not on the same (n 2) -flat, reduced the solution to quadratures (this generalizes (I)). In [2] it was shown that knowledge of k suitably independent solutions, 1 < k < n, reduces the solution to k quadratures and the solution of a matrix-vector linear homogeneous system of
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