Results 151 to 160 of about 28,579 (204)

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 ...
Ying Hu, Xun Yu Zhou
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On the matrix riccati equation

Information Sciences, 1971
Properties of the algebraic equation A^TX+XA-XBQ"2^-^1B^TX+Q"1=0 are studied for arbitrary nonnegative definite and positive definite matrices Q"1 and Q"2. The results are used to study the possible number of stationary solutions of the Riccati equation.
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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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Algebraic Riccati Equations

1995
Abstract This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions.
Peter Lancaster, Leiba Rodman
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