MAX-plus fundamental solution semigroups for a class of difference Riccati equations

DOI10.1016/J.AUTOMATICA.2014.10.115MaRDI QIDQ2342758zbMATH OpenOpenAlexFDO

Authors Huan Zhang, Peter M. Dower

Publication date 29 April 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.7593

zbMATH Keywords

max-plus algebradifference Riccati equationsfundamental solution semigroup

Mathematics Subject Classification ID

Dynamic programming (90C39) Max-plus and related algebras (15A80) Algebraic methods (93B25) Control/observation systems in abstract spaces (93C25)

Abstract: Recently, a max-plus dual space fundamental solution semigroup for a class of difference Riccati equation (DRE) has been developed. This fundamental solution semigroup is represented in terms of the kernel of a specific max-plus linear operator that plays the role of the dynamic programming evolution operator in a max-plus dual space. In order to fully understand connections between this dual space fundamental solution semigroup and evolution of the value function of the underlying optimal control problem, a new max-plus primal space fundamental solution semigroup for the same class of difference Riccati equations is presented. Connections and commutation results between this new primal space fundamental solution semigroup and the recently developed dual space fundamental solution semigroup are established.

Recommendations

• A max-plus primal space fundamental solution for a class of differential Riccati equations
• Max-plus representation for the fundamental solution of the time-varying differential Riccati equation
• Maximal solution of a certain class of periodic Riccati differential equations
• A max-plus dual space fundamental solution for a class of operator differential Riccati equations
• On existence of solutions of difference Riccati equations
• Some results on difference Riccati equations
• Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations
• On existence of solutions of difference Riccati equation
• On a class of nonlinear max-type difference equations
• Difference and differential Riccati equations: a note on the convergence to the strong solution

Cites work

• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• A characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms
• A new fundamental solution for differential Riccati equations arising in control
• Dynamic programming and optimal control. Vol. 1.
• Max-plus methods for nonlinear control and estimation.
• The discrete algebraic Riccati equation and linear matrix inequality
• The numerical solution of the matrix Riccati differential equation

Cited in

(8)

• A max-plus dual space fundamental solution for a class of operator differential Riccati equations
• A max-plus fundamental solution semigroup for a class of lossless wave equations
• Max-plus fundamental solution semigroups for optimal control problems
• A new fundamental solution for differential Riccati equations arising in control
• Max-plus representation for the fundamental solution of the time-varying differential Riccati equation
• Solving two-point boundary value problems for a wave equation via the principle of stationary action and optimal control
• The principle of least action and fundamental solutions of mass-spring and N-body two-point boundary value problems
• A max-plus primal space fundamental solution for a class of differential Riccati equations

This page was built for publication: MAX-plus fundamental solution semigroups for a class of difference Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2342758)