Existence of solutions of a Riccati differential system from a general cumulant control problem (Q762929): Difference between revisions
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Revision as of 00:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of solutions of a Riccati differential system from a general cumulant control problem |
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Existence of solutions of a Riccati differential system from a general cumulant control problem (English)
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8 March 2012
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Summary: We study a system of infinitely many Riccati equations that arise from a cumulant control problem, which is a generalization of regulator problems, risk-sensitive controls, minimal cost variance controls, and \(k\)-cumulant controls. We obtain estimates for the existence intervals of solutions of the system. In particular, new existence conditions are derived for solutions on the horizon of the cumulant control problem.
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system of infinitely many Riccati equations
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cumulant control
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existence intervals of solutions
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