On the existence of solutions of the general algebraic Riccati equation
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Publication:4763809
DOI10.1080/00207729408949331zbMath0845.93025MaRDI QIDQ4763809
Lin Wu, Quan Zhang, Shanben Chen, Fuen Zhang
Publication date: 1 May 1995
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729408949331
91A23: Differential games (aspects of game theory)
15A24: Matrix equations and identities
49N10: Linear-quadratic optimal control problems
93B50: Synthesis problems
Cites Work
- The time-invariant linear-quadratic optimal control problem
- The robust optimal control of uncertain systems-state space method
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Values and strategies for infinite time linear quadratic games
- Some properties of the value matrix in infinite-time linear-quadratic differential games