On the existence of solutions of the general algebraic Riccati equation

DOI10.1080/00207729408949331MaRDI QIDQ4763809zbMATH OpenOpenAlexFDO

Authors Shanben Chen, Fuen Zhang, Quan Zhang, Lin Wu

Publication date 1 May 1995

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729408949331

zbMATH Keywords

differential equationexistencegeneral algebraic Riccati equation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Synthesis problems (93B50) Matrix equations and identities (15A24)

Recommendations

• Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term
• On positive definite solutions to the algebraic Riccati equation
• Generalized Riccati equations arising in stochastic games
• Some new results on algebraic Riccati equations arising in linear quadratic differential games and stabilization on uncertain linear systems

Cites work

• Some properties of the value matrix in infinite-time linear-quadratic differential games
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• The robust optimal control of uncertain systems-state space method
• The time-invariant linear-quadratic optimal control problem
• Values and strategies for infinite time linear quadratic games

Cited in

(10)

• The Bezoutian and the algebraic Riccati equation
• scientific article; zbMATH DE number 47455 (Why is no real title available?)
• The solution for the generalized Riccati algebraic equations of linear equality constraint system
• Conditions for solvability of extended algebraic Riccati equations with applications to dissipativity theory
• scientific article; zbMATH DE number 572156 (Why is no real title available?)
• On applications of Schauder's fixed-point theorem for the solution of the non-symmetric algebraic Riccati equation
• A note on the necessary conditions for the algebraic Riccati equation
• scientific article; zbMATH DE number 1159207 (Why is no real title available?)
• Some new results on algebraic Riccati equations arising in linear quadratic differential games and stabilization on uncertain linear systems
• scientific article; zbMATH DE number 1984096 (Why is no real title available?)

This page was built for publication: On the existence of solutions of the general algebraic Riccati equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4763809)