On the discrete Riccati equation and its applications to discrete Hamiltonian systems

DOI10.1216/rmjm/1181072275zbMath0836.39003OpenAlexW1989154070MaRDI QIDQ1898304

Pengxiang Yan, Lynn H. Erbe

Publication date: 17 September 1995

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmjm/1181072275

zbMATH Keywords

optimal controlcomparison theoremsRiccati equationautonomous systemsdisconjugacydiscrete Hamiltonian vector difference systemsdiscrete Riccati systemsHamiltonian solution

Mathematics Subject Classification ID

Controllability (93B05) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Additive difference equations (39A10) Discrete version of topics in analysis (39A12)

Related Items (9)

Oscillation of symplectic dynamic systems ⋮ Nonnegativity and positivity of quadratic functionals in discrete calculus of variations: survey ⋮ Disconjugacy and transformations for symplectic systems ⋮ Discrete linear Hamiltonian eigenvalue problems ⋮ Recursion formulae for the characteristic polynomial of symmetric banded matrices ⋮ Recessive solutions for nonoscillatory discrete symplectic systems ⋮ On stability zones for discrete-time periodic linear Hamiltonian systems ⋮ A Sturmian theorem for recessive solutions of linear Hamiltonian difference systems ⋮ Inequalities and asymptotics for Riccati matrix difference operators

Cites Work

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• Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
• Oscillation of second order linear matrix difference equations
• Disconjugacy for linear Hamiltonian difference systems
• Qualitative properties of Hamiltonian difference systems
• Dominant and recessive solutions of symmetric three term recurrences
• Equivalence of discrete Euler equations and discrete Hamiltonian systems
• \(C\)-disfocality for linear Hamiltonian difference systems
• Disconjugacy
• Oscillation Criteria for Hamiltonian Matrix Difference Systems
• Higher order Wirtinger inequalities
• Weighted Averaging Techniques in Oscillation Theory for Second Order Difference Equations
• Continued Fraction Representations of Maximal and Minimal Solutions of a Discrete Matrix Riccati Equation

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