Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

DOI10.1016/S0167-6911(00)00051-7zbMath0985.93017OpenAlexW2165266789MaRDI QIDQ1583477

Zoran Gajic, Ricardo Losada

Publication date: 26 October 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00051-7

zbMATH Keywords

Lyapunov equationstochastic controlparallel computationstochastic jump processescoupled algebraic Riccati equations

Mathematics Subject Classification ID

Related Items (11)

A new iterative algorithm for solvingH_∞control problem of continuous-time Markovian jumping linear systems based on online implementation ⋮ On some iterations for optimal control of jump linear equations ⋮ A method to solve the discrete-time coupled algebraic Riccati equations ⋮ Properties of Stein (Lyapunov) iterations for solving a general Riccati equation ⋮ Solutions for the linear-quadratic control problem of Markov jump linear systems ⋮ Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ An algorithm for solving a perturbed algebraic Riccati equation ⋮ Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations ⋮ Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control ⋮ Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation

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• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• Efficient Solution of Linearly Coupled Lyapunov Equations
• Lyapunov iterations for optimal control of jump linear systems at steady state
• On a Matrix Riccati Equation of Stochastic Control

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