Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
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Cites work
- scientific article; zbMATH DE number 4160608 (Why is no real title available?)
- scientific article; zbMATH DE number 836581 (Why is no real title available?)
- scientific article; zbMATH DE number 3206520 (Why is no real title available?)
- A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Efficient Solution of Linearly Coupled Lyapunov Equations
- Lyapunov iterations for optimal control of jump linear systems at steady state
- Lyapunov matrix equations in system stability and control.
- Minimax control of switching systems under sampling
- Monotonicity of maximal solutions of algebraic Riccati equations
- On a Matrix Riccati Equation of Stochastic Control
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- Solutions for the linear-quadratic control problem of Markov jump linear systems
Cited in
(15)- On some iterations for optimal control of jump linear equations
- 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
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- Newton's method for coupled continuous-time algebraic Riccati equations
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
- An algorithm for solving a perturbed algebraic Riccati equation
- Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
- Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems
- A method to solve the discrete-time coupled algebraic Riccati equations
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
- Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
- A novel iterative algorithm for solving coupled Riccati equations
- Solutions for the linear-quadratic control problem of Markov jump linear systems
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