Generalized Riccati difference and differential equations (Q1923154): Difference between revisions

The authors investigate the comparison, convergence and monotonic dependence on coefficients and initial values for the solutions to the vector valued Riccati differential and difference equations which are generalized by adding semidefinite terms.

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Mathematics Subject Classification ID

34A12

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comparison

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convergence

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vector valued Riccati differential and difference equations

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0024-3795(95)00587-0

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OpenAlex ID

W1978545662

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cites work

Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

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On the solution of discrete-time Markovian jump linear quadratic control problems

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Disconjugacy

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Maximal solution of a certain class of periodic Riccati differential equations

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Controllability, observability and discrete-time markovian jump linear quadratic control

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Q3693339

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On a Certain Asymptotic Behaviour of Time-Invariant Riccati Matrix Differential Equations

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Robust-controller design for systems with large parameter variations

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An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation

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Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems

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Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations

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Comparison theorems for the matrix riccati equation

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On stabilizing properties of solutions of the Riccati difference equation

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Monotonicity of maximal solutions of algebraic Riccati equations

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A Galois correspondence between sets of semidefinite solutions of continuous-time algebraic Riccati equations

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A comparison theorem for matrix Riccati difference equations

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On a Matrix Riccati Equation of Stochastic Control

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Sitelinks

Mathematics(1 entry)

mardi Publication:1923154

@@ Property / author @@
-Gerhard Freiling
@@ Property / author: Gerhard Freiling / rank @@
-Normal rank
@@ Property / author @@
-Gerhard Jank
@@ Property / author: Gerhard Jank / rank @@
-Normal rank
@@ Property / author @@
-Hisham Abou-Kandil
@@ Property / author: Hisham Abou-Kandil / rank @@
-Normal rank
@@ Property / reviewed by @@
-Dobiesław Bobrowski
@@ Property / reviewed by: Dobiesław Bobrowski / rank @@
-Normal rank
@@ Property / author @@
+Gerhard Freiling
@@ Property / author: Gerhard Freiling / rank @@
+Normal rank
@@ Property / author @@
+Gerhard Jank
@@ Property / author: Gerhard Jank / rank @@
+Normal rank
@@ Property / author @@
+Hisham Abou-Kandil
@@ Property / author: Hisham Abou-Kandil / rank @@
+Normal rank
@@ Property / reviewed by @@
+Dobiesław Bobrowski
@@ Property / reviewed by: Dobiesław Bobrowski / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0024-3795(95)00587-0
+Normal rank
@@ Property / OpenAlex ID @@
+W1978545662
@@ Property / OpenAlex ID: W1978545662 / rank @@
+Normal rank
@@ Property / cites work @@
+Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
+Normal rank
@@ Property / cites work @@
+On the solution of discrete-time Markovian jump linear quadratic control problems
+Normal rank
@@ Property / cites work @@
+Disconjugacy
@@ Property / cites work: Disconjugacy / rank @@
+Normal rank
@@ Property / cites work @@
+Maximal solution of a certain class of periodic Riccati differential equations
+Normal rank
@@ Property / cites work @@
+Controllability, observability and discrete-time markovian jump linear quadratic control
+Normal rank
@@ Property / cites work @@
+Q3693339
@@ Property / cites work: Q3693339 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Certain Asymptotic Behaviour of Time-Invariant Riccati Matrix Differential Equations
+Normal rank
@@ Property / cites work @@
+Robust-controller design for systems with large parameter variations
+Normal rank
@@ Property / cites work @@
+An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation
+Normal rank
@@ Property / cites work @@
+Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
+Normal rank
@@ Property / cites work @@
+Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
+Normal rank
@@ Property / cites work @@
+Comparison theorems for the matrix riccati equation
+Normal rank
@@ Property / cites work @@
+On stabilizing properties of solutions of the Riccati difference equation
+Normal rank
@@ Property / cites work @@
+Monotonicity of maximal solutions of algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+A Galois correspondence between sets of semidefinite solutions of continuous-time algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+A comparison theorem for matrix Riccati difference equations
+Normal rank
@@ Property / cites work @@
+On a Matrix Riccati Equation of Stochastic Control
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1923154