Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
From MaRDI portal
Publication:2857156
DOI10.1002/oca.2015zbMath1273.93044OpenAlexW2118873097MaRDI QIDQ2857156
No author found.
Publication date: 31 October 2013
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2015
stabilizabilityRiccati equationsmaximal solutionminimal solutionstabilizing solutionstrong detectabilitydiscrete-time nonlinear equations
Discrete-time control/observation systems (93C55) Algebraic methods (93B25) Stochastic systems in control theory (general) (93E03)
Related Items (10)
Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Output‐based H2 optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients ⋮ AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations ⋮ Optimal control of discrete-time linear fractional-order systems with multiplicative noise ⋮ Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case ⋮ Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions ⋮ Optimal control for discrete-time, linear fractional-order systems with Markovian jumps ⋮ Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mean square error synchronization in networks with ring structure
- Stochastic stability and robust control for sampled-data systems with Markovian jump parameters
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
- Detectability and observability of discrete-time stochastic systems and their applications
- Matrix Riccati equations in control and systems theory
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- Exponential stability for discrete time linear equations defined by positive operators
- Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
- A class of discrete time generalized Riccati equations
- Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
- Stabilityradii of some discrete-time systems with independent random parameters
- H∞-type control for discrete-time stochastic systems
- Mean stability of a stochastic difference equation
- Stochastic stabilizability and \(H_\infty\) control for discrete-time jump linear systems with time delay
- Linear time varying systems and sampled-data systems
- Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks
- Generalized Schur complements and oblique projections
- On the detectability and observability of discrete-time Markov jump linear systems
This page was built for publication: Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
