Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations (Q3577886)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations |
scientific article |
Statements
Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations (English)
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26 July 2010
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discrete-time coupled Riccati equations
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maximal solution
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stabilising solution
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numerical computations
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stochastic control
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