On the discrete time matrix Riccati equation of optimal control†

DOI10.1080/00207177008931892zbMath0205.15902MaRDI QIDQ5604807

David Q. Mayne, Peter E. Caines

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

93C55: Discrete-time control/observation systems

49J99: Existence theories in calculus of variations and optimal control

93C99: Model systems in control theory

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Cites Work

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