On the Existence of the Stabilizing Solution of a Class of Periodic Stochastic Riccati Equations

DOI10.1109/TAC.2019.2927589MaRDI QIDQ5125544zbMATH OpenWikidataFDO

Authors Samir Aberkane, Vasile Dragan

Publication date 7 October 2020

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2019.2927589

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(4)

• Stationary and periodic solutions of the operator Riccati equation under a random perturbation
• Construction of special soliton solutions to the stochastic Riccati equation
• scientific article; zbMATH DE number 7366746 (Why is no real title available?)
• On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case

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