Results 31 to 40 of about 4,737,365 (276)
Journal of Differential Equations, 2018 We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati equation, which is ...
Qi Lu
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A numerical evaluation of solvers for the periodic Riccati differential equation [PDF]
, 2009 Efficient and accurate structure exploiting numerical methods for solving the periodic Riccati differential equation (PRDE) are addressed. Such methods are essential, for example, to design periodic feedback controllers for periodic control systems ...
Andras Varga +14 more
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Numerical Solution of Algebraic Riccati Equations
Fundamentals of algorithms, 2012 This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars.
Dario Bini, B. Iannazzo, B. Meini
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An exponential spline for solving the fractional riccati differential equation
پژوهشهای ریاضی, 2022 In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is ...
reza jalilian, hooman emadifar
doaj
Advances in Difference Equations, 2017 In this paper, the sine-cosine wavelet method is presented for solving Riccati differential equations. The sine-cosine wavelet operational matrix of fractional integration is derived and utilized to transform the equations to system of algebraic ...
Yanxin Wang, Tianhe Yin, Li Zhu
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An overview of recent developments in computational methods for periodic systems [PDF]
, 2007 : At the First IFAC Workshop on Periodic Systems (Como, Italy, 2001), a state of the art survey of computational methods for periodic systems has been presented (Varga and Van Dooren, 2001).
Andras Varga, Varga, Andreas
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New Schemes for Positive Real Truncation [PDF]
Modeling, Identification and Control, 2007 Model reduction, based on balanced truncation, of stable and of positive real systems are considered. An overview over some of the already existing techniques are given: Lyapunov balancing and stochastic balancing, which includes Riccati balancing.
Kari Unneland +2 more
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Traveling wave structures of some fourth-order nonlinear partial differential equations
Journal of Ocean Engineering and Science, 2023 This study presents a large family of the traveling wave solutions to the two fourth-order nonlinear partial differential equations utilizing the Riccati-Bernoulli sub-ODE method.
Handenur Esen +3 more
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The linear quadratic regulator problem for a class of controlled systems modeled by singularly perturbed Ito differential equations [PDF]
, 2012 Link to a related website: https://digital.library.adelaide.edu.au/dspace/bitstream/2440/77907/1/hdl_77907.pdf, Open Access via UnpaywallThis paper discusses an infinite-horizon linear quadratic (LQ) optimal control problem involving state- and control ...
Shi, Peng +5 more
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Boundary Value Problems, 2010 We used what we called extended Fan's sub-equation method and a new compound Riccati equations rational expansion method to construct the exact travelling wave solutions of the Davey-Stewartson (DS) equations.
Hassan Zedan
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