Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
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Publication:1583477
DOI10.1016/S0167-6911(00)00051-7zbMATH Open0985.93017OpenAlexW2165266789MaRDI QIDQ1583477FDOQ1583477
Authors: 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
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- Stein iterations for the coupled discrete-time Riccati equations
parallel computationstochastic controlstochastic jump processesLyapunov equationcoupled algebraic Riccati equations
Cites Work
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- On a Matrix Riccati Equation of Stochastic Control
- Lyapunov matrix equations in system stability and control.
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
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- Solutions for the linear-quadratic control problem of Markov jump linear systems
- Lyapunov iterations for optimal control of jump linear systems at steady state
- Monotonicity of maximal solutions of algebraic Riccati equations
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- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Minimax control of switching systems under sampling
- A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
- Efficient Solution of Linearly Coupled Lyapunov Equations
Cited In (15)
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
- Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
- Newton's method for coupled continuous-time algebraic Riccati equations
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- A method to solve the discrete-time coupled algebraic Riccati equations
- Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems
- A novel iterative algorithm for solving coupled Riccati equations
- On some iterations for optimal control of jump linear equations
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
- Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
- Lyapunov iterations for optimal control of jump linear systems at steady state
- An algorithm for solving a perturbed algebraic Riccati equation
- Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
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