An algorithm for solving a perturbed algebraic Riccati equation
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Cites work
- A new approach to lineary perturbed Riccati equations arising in stochastic control
- Continuous-time state-feedback H₂-control of Markovian jump linear systems via convex analysis
- scientific article; zbMATH DE number 4068688 (Why is no real title available?)
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- Lyapunov iterations for optimal control of jump linear systems at steady state
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
- Solutions for the linear-quadratic control problem of Markov jump linear systems
Cited in
(19)- Algorithm for solving algebraic Riccati equation which has singular Hamiltonian matrix
- The iterative solution to LQ zero-sum stochastic differential games
- Precise solution of the algebraic Riccati equation for one-input relaxation systems
- Two iterative algorithms for stochastic algebraic Riccati matrix equations
- On some iterations for optimal control of jump linear equations
- A new algorithm for a nonsymmetric algebraic Riccati equation
- Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations
- An SDR algorithm for the solution of the generalized algebraic Riccati equation
- scientific article; zbMATH DE number 5518887 (Why is no real title available?)
- H2optimal control for a wide class of discrete-time linear stochastic systems
- scientific article; zbMATH DE number 4075282 (Why is no real title available?)
- An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
- On the convergence of the accelerated Riccati iteration method
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
- Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
- A Flexible Structured Solver for Continuous-time Algebraic Riccati Equations
- Newton's method for coupled continuous-time algebraic Riccati equations
- Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
- A stabilizing solution to the algebraic Riccati equation the resolvent method
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