Iterative solution of the Riccati equation

DOI10.1109/TAC.1972.1099945MaRDI QIDQ3214106zbMATH OpenOpenAlexFDO

Authors K. Vit

Publication date 1972

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1972.1099945

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Numerical mathematical programming methods (65K05) Numerical methods for ordinary differential equations (65L99)

Cited in

(5)

• An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
• Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-lsaacs equation in nonlinear optimal control
• Some topics in algebraic systems theory: a survey†
• A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
• A modified-secant iterative method for solving the Hamilton-Jacobi-Bellman-Isaac equations in non-linear optimal control

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