The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations
From MaRDI portal
Publication:2441677
DOI10.1016/j.jde.2014.01.024zbMath1291.93327arXiv1206.0448OpenAlexW2155115894MaRDI QIDQ2441677
Publication date: 25 March 2014
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.0448
stochastic controlRiccati equationFinsler metriccontraction rateThompson's part metricPerron--Frobenius theory
Optimal stochastic control (93E20) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Linear-quadratic optimal control problems (49N10) Linear operators on ordered spaces (47B60)
Related Items
Hamiltonian actions on the cone of positive definite matrices ⋮ Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle ⋮ Geometric means of structured matrices ⋮ On bounding the Thompson metric by Schatten norms ⋮ A Contraction Analysis of the Convergence of Risk-Sensitive Filters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dobrushin's ergodicity coefficient for Markov operators on cones
- Finsler structures for the part metric and Hilbert's projective metric and applications to ordinary differential equations
- On the exponential metric increasing property.
- Generalization of the Hilbert metric to the space of positive definite matrices
- Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
- Disconjugacy
- Kalman Filtering with Random Coefficients and Contractions
- Extensions of Jentzsch's Theorem
- A Birkhoff Contraction Formula with Applications to Riccati Equations
- A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
- Hilbert’s projective metric and iterated nonlinear maps
- Comparison theorems and non-oscillation for differential equations in a B∗-algebra
- Differential Equations on Closed Subsets of a Banach Space
- Generalized Gradients and Applications
- Flow-invariant sets and differential inequalities in normed spaces†
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Variational Analysis
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- The Theorems of Bony and Brezis on Flow-Invariant Sets
- Convex Analysis on the Hermitian Matrices
- Geometrical significance of the Löwner-Heinz inequality
- Invariant metrics, contractions and nonlinear matrix equations
- On Certain Contraction Mappings in a Partially Ordered Vector Space
- On a characterization of flow‐invariant sets
- Convex Analysis
- Functional analysis and infinite-dimensional geometry
