Perturbation analysis of rational Riccati equations

DOI10.4310/AMSA.2020.v5.n2.a6zbMath1456.15015MaRDI QIDQ2218183

Peter Chang-Yi Weng

Publication date: 14 January 2021

Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controlperturbation boundrational Riccati equationmixed condition numbercomponent-wise perturbation analysis

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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