A reduction technique for discrete generalized algebraic and difference Riccati equations (Q2929485)
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scientific article; zbMATH DE number 6369007
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| English | A reduction technique for discrete generalized algebraic and difference Riccati equations |
scientific article; zbMATH DE number 6369007 |
Statements
A reduction technique for discrete generalized algebraic and difference Riccati equations (English)
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12 November 2014
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generalized Riccati difference equation
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finite-horizon LQ problem
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generalized discrete algebraic Riccati equation
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extended symplectic pencil
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0.93571603
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0.9220233
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0.90186983
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0.9014498
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0.8973805
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0.89574045
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0.8950785
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0.89348644
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