On the discrete time matrix Riccati equation of optimal control†

DOI10.1080/00207177008931892zbMath0205.15902OpenAlexW2013939926MaRDI QIDQ5604807

Peter E. Caines, David Q. Mayne

Publication date: 1970

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177008931892

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Existence theories in calculus of variations and optimal control (49J99) Model systems in control theory (93C99)

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Cites Work

• On a Matrix Riccati Equation of Stochastic Control
• Unnamed Item

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