Rational matrix equations in stochastic control.

Publication date: 10 February 2004

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

concavity convergence Newton iteration Riccati equation Lyapunov equations duality method resolvent positive operators optimal stabilization ordered function space resolvent positivity

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Iterative procedures involving nonlinear operators (47J25) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Operator-theoretic methods (93B28) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)

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