Continuity of the solution of the Riccati equations for continuous time JLQP (Q4507138)

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scientific article; zbMATH DE number 1518646
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Continuity of the solution of the Riccati equations for continuous time JLQP
scientific article; zbMATH DE number 1518646

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    Continuity of the solution of the Riccati equations for continuous time JLQP (English)
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    17 October 2000
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    coupled algebraic Riccati equations
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    jump parameter system
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    quadratic control
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    stochastic stabilizability
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    observability
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    robustness
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    sensitivity
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