Montononicity of the optimal cost in the discrete-time regulator problem and Schur complements

DOI10.1016/S0005-1098(01)00147-9zbMath0990.93069OpenAlexW1963874938MaRDI QIDQ5950251

David J. Clements, Harald K. Wimmer

Publication date: 19 August 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00147-9

zbMATH Keywords

Riccati equationdiscrete-time regulator problemoptimal performance indexoutput stabilizability

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Related Items (7)

Weighted generalized inverses of partitioned matrices in Banachiewicz-Schur form ⋮ On the inverse of a special Schur complement of an operator ⋮ Matrix monotonicity and concavity of the principal pivot transform ⋮ On a class of rational matrix differential equations arising in stochastic control. ⋮ Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach ⋮ Expression of the Drazin and MP-inverse of partitioned matrix and quotient identity of generalized Schur complement ⋮ Properties of the solutions of rational matrix difference equations

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