scientific article; zbMATH DE number 3388902

zbMATH Open0245.93033MaRDI QIDQ5657980FDOQ5657980

Authors: Vladimír Kučera 

Publication date: 1972

Full work available at URL: https://eudml.org/doc/28850

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites Work

• On a Matrix Riccati Equation of Stochastic Control
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• Matrix Quadratic Solutions
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• On the matrix Riccati equation

Cited In (22)

• On discrete algebraic Riccati equations: a rank characterization of solutions
• Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation
• Stable Optimal Control and Semicontractive Dynamic Programming
• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
• Title not available (Why is that?)
• Analysis and design of complex-valued linear systems
• Construction and parameterization of all static and dynamic \(H_2\)-optimal state feedback solutions for discrete-time systems
• On the solvability of the Riccati matrix algebraic equation
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation
• A note on Riccati matrix difference equations
• On the solution of discrete-time Markovian jump linear quadratic control problems
• Asymptotic dynamics of Hermitian Riccati difference equations
• Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation
• Unified Riccati theory for optimal permanent and sampled-data control problems in finite and infinite time horizons
• Singular perturbations in optimal control problems
• A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties
• Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization
• Stable hermitian solutions of discrete algebraic Riccati equations
• Adaptive dynamic programming for model-free tracking of trajectories with time-varying parameters
• Infinite-horizon linear-quadratic control with end-point state penalty term: The discrete-time case
• Design of near-optimal linear digital tracking filters with colored input
• Feedback and open-loop Nash equilibria for LQ infinite-horizon discrete-time dynamic games

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