Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
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Publication:4540329
DOI10.1109/9.911419zbMath0992.93097OpenAlexW2161868629MaRDI QIDQ4540329
John B. Moore, Mustapha Ait Rami, Xi Chen, Xun Yu Zhou
Publication date: 21 July 2002
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.911419
linear matrix inequalitygeneralized algebraic Riccati equationgeneralized differential Riccati equationindefinite stochastic linear quadratic control
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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