Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term

DOI10.1007/BF01218397zbMath0754.34065OpenAlexW1977068734MaRDI QIDQ1198463

Shu-ping Chen

Publication date: 16 January 1993

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01218397

zbMATH Keywords

iterative algorithmintegral transformsoptimization problemsalgebraic Riccati equationslinear quadratic control problemtwo-person zero-sum differential game\(H^ \infty\)-optimizationpositive definite and negative definite solutions

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Differential games (aspects of game theory) (91A23) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Control problems involving ordinary differential equations (34H05)

Related Items (3)

A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach ⋮ H_∞ optimal control of unknown linear systems by adaptive dynamic programming with applications to time‐delay systems ⋮ Structure-preserving \(\mathcal{H}_{\infty}\) control for port-Hamiltonian systems

Cites Work

• Unnamed Item
• An algebraic Riccati equation approach to \(H^{\infty}\) optimization
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
• Values and strategies for infinite time linear quadratic games
• Matrix Quadratic Solutions

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