An analytic Riccati solution for two-target discrete-time control

DOI10.1016/S0165-1889(98)00090-6MaRDI QIDQ1605709zbMATH OpenFDO

Authors Douglas W. Mitchell

Publication date 23 July 2002

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1889(98)00090-6

zbMATH Keywords

discrete optimal controlRiccati equationtransformation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15)

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• scientific article; zbMATH DE number 1099380 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Numerical solutions of the algebraic matrix Riccati equation
• On the Relationship between Linear Feedback Control and First Period Certainty Equivalence
• Stochastic Stability of Short-Run Market Equilibrium Under Variations in Supply

Cited in

(5)

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• Reducing the dimensionality of linear quadratic control problems

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