A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (Q2909396): Difference between revisions

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-Q177493
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+Ivan Ganchev Ivanov
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+MaRDI publication profile
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+https://doi.org/10.1080/00207179.2011.578261
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+W1964701044
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@@ Property / cites work @@
+Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces
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+Output feedback control of Markov jump linear systems in continuous-time
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+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
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+Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
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+Global solutions to a game-theoretic Riccati equation of stochastic control
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+Diophantine conditions for the linearization of commuting holomorphic functions
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+Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
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+A new approach to lineary perturbed Riccati equations arising in stochastic control
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+Lyapunov iterations for optimal control of jump linear systems at steady state
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+Stochastic $H^\infty$
@@ Property / cites work: Stochastic $H^\infty$ / rank @@
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+On some iterations for optimal control of jump linear equations
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+Computing the Positive Stabilizing Solution to Algebraic Riccati Equations With an Indefinite Quadratic Term via a Recursive Method
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+Defect correction method for the solution of algebraic Riccati equations
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+Publication:2909396