Max-plus representation for the fundamental solution of the time-varying differential Riccati equation

DOI10.1016/j.automatica.2011.05.009zbMath1225.49033arXiv0903.0405WikidataQ115360113 ScholiaQ115360113MaRDI QIDQ642912

Ameet Shridhar Deshpande

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0405

zbMATH Keywords

dynamic programming; time-varying systems; numerical methods; matrix Riccati equations; linear optimal control

Mathematics Subject Classification ID

34H05: Control problems involving ordinary differential equations

49N15: Duality theory (optimization)

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