Perturbation analysis of rational Riccati equations

DOI10.4310/AMSA.2020.V5.N2.A6MaRDI QIDQ2218183zbMATH OpenFDO

Authors Peter Chang-Yi Weng

Publication date 14 January 2021

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

Full work available at URL https://doi.org/10.4310/AMSA.2020.V5.N2.A6

zbMATH Keywords

component-wise perturbation analysismixed condition numberperturbation boundrational Riccati equationstochastic optimal control

Mathematics Subject Classification ID

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

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(9)

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• Perturbation analysis and condition numbers of rational Riccati equations
• Perturbation analysis of the stochastic algebraic Riccati equation
• On linear perturbations of the Ricker model
• Estimates of solutions to infinite-dimensional Riccati equations with perturbed matrix
• Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations
• scientific article; zbMATH DE number 4075282 (Why is no real title available?)
• Calibrating linear continuous-time dynamical systems via perturbation analysis

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