Global solutions to a game-theoretic Riccati equation of stochastic control

DOI10.1006/jdeq.1997.3282zbMath0888.93055OpenAlexW1978201499MaRDI QIDQ1366808

Bernhard Rupp

Publication date: 17 September 1997

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jdeq.1997.3282

zbMATH Keywords

disturbance attenuating state feedbackexistence of global solutions to game-theoretic Riccati equations

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Related Items (15)

Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control ⋮ \(H_\infty\) control for stochastic systems with Poisson jumps ⋮ Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems ⋮ Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ The \(H_{\infty}\) control for bilinear systems with Poisson jumps ⋮ On a class of rational matrix differential equations arising in stochastic control. ⋮ State-feedback ℋ_∞control for stochastic time-delay nonlinear systems with state and disturbance-dependent noise ⋮ Non-blow-up conditions for Riccati-type matrix differential and difference equations ⋮ Static output-feedback of state-multiplicative systems with application to altitude control ⋮ An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games ⋮ Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations ⋮ Soft-constrained stochastic Nash games for weakly coupled large-scale systems ⋮ A survey of nonsymmetric Riccati equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A course in \(H_{\infty}\) control theory
• The Standard $H_\infty $ Problem and the Maximum Principle: The General Linear Case
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Stability Radii of Systems with Stochastic Uncertainty and Their Optimization by Output Feedback
• $H^\infty $ Control of Linear Time-Varying Systems: A State-Space Approach
• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• Optimal stabilizing compensator for linear systems with state-dependent noise
• On a Matrix Riccati Equation of Stochastic Control

This page was built for publication: Global solutions to a game-theoretic Riccati equation of stochastic control