A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach

DOI10.1007/BF01183014zbMath0819.49020OpenAlexW1972243193WikidataQ115393951 ScholiaQ115393951MaRDI QIDQ1337096

Shige Peng, Xunjing Li, Shu-ping Chen, Jiong-min Yong

Publication date: 18 July 1995

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

Full work available at URL: https://doi.org/10.1007/bf01183014

zbMATH Keywords

differential gamesalgebraic Riccati equationslinear quadratic optimal control problem

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Differential games (aspects of game theory) (91A23) Existence of solutions for minimax problems (49J35) Linear-quadratic optimal control problems (49N10) Optimality conditions for minimax problems (49K35)

Related Items (3)

Existence of solutions of two generalized riccati operator equations and their representation ⋮ Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. ⋮ Jiongmin Yong's mathematical works in recent thirty years

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