Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control (Q2857156): Difference between revisions

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English	Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control	scientific article

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instance of

scholarly article

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title

Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control (English)

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published in

Optimal Control Applications and Methods

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publication date

31 October 2013

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zbMATH Keywords

discrete-time nonlinear equations

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Riccati equations

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stabilizability

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minimal solution

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maximal solution

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stabilizing solution

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strong detectability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/oca.2015

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cites work

Matrix Riccati equations in control and systems theory

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A class of discrete time generalized Riccati equations

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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

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Q4020035

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Stabilityradii of some discrete-time systems with independent random parameters

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Q5461155

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Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces

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H∞-type control for discrete-time stochastic systems

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Stochastic stabilizability and \(H_\infty\) control for discrete-time jump linear systems with time delay

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Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems

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Q4877362

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Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks

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Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems

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Receding horizon control of jump linear systems and a macroeconomic policy problem

0 references

Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters

0 references

Q3584682

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Stochastic stability and robust control for sampled-data systems with Markovian jump parameters

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Linear time varying systems and sampled-data systems

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A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

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Exponential stability for discrete time linear equations defined by positive operators

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On the detectability and observability of discrete-time Markov jump linear systems

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Detectability and observability of discrete-time stochastic systems and their applications

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On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space

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Mean stability of a stochastic difference equation

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Mean square error synchronization in networks with ring structure

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Generalized Schur complements and oblique projections

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Identifiers

zbMATH Open document ID

1273.93044

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DOI

10.1002/oca.2015

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2857156

@@ Property / cites work @@
+Matrix Riccati equations in control and systems theory
+Normal rank
@@ Property / cites work @@
+A class of discrete time generalized Riccati equations
+Normal rank
@@ Property / cites work @@
+Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Q4020035
@@ Property / cites work: Q4020035 / rank @@
+Normal rank
@@ Property / cites work @@
+Stabilityradii of some discrete-time systems with independent random parameters
+Normal rank
@@ Property / cites work @@
+Q5461155
@@ Property / cites work: Q5461155 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+H∞-type control for discrete-time stochastic systems
+Normal rank
@@ Property / cites work @@
+Stochastic stabilizability and \(H_\infty\) control for discrete-time jump linear systems with time delay
+Normal rank
@@ Property / cites work @@
+Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
+Normal rank
@@ Property / cites work @@
+Q4877362
@@ Property / cites work: Q4877362 / rank @@
+Normal rank
@@ Property / cites work @@
+Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks
+Normal rank
@@ Property / cites work @@
+Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
+Normal rank
@@ Property / cites work @@
+Receding horizon control of jump linear systems and a macroeconomic policy problem
+Normal rank
@@ Property / cites work @@
+Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
+Normal rank
@@ Property / cites work @@
+Q3584682
@@ Property / cites work: Q3584682 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic stability and robust control for sampled-data systems with Markovian jump parameters
+Normal rank
@@ Property / cites work @@
+Linear time varying systems and sampled-data systems
+Normal rank
@@ Property / cites work @@
+A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
+Normal rank
@@ Property / cites work @@
+Exponential stability for discrete time linear equations defined by positive operators
+Normal rank
@@ Property / cites work @@
+On the detectability and observability of discrete-time Markov jump linear systems
+Normal rank
@@ Property / cites work @@
+Detectability and observability of discrete-time stochastic systems and their applications
+Normal rank
@@ Property / cites work @@
+On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
+Normal rank
@@ Property / cites work @@
+Mean stability of a stochastic difference equation
+Normal rank
@@ Property / cites work @@
+Mean square error synchronization in networks with ring structure
+Normal rank
@@ Property / cites work @@
+Generalized Schur complements and oblique projections
+Normal rank