Existence of solutions of a Riccati differential system from a general cumulant control problem
DOI10.1155/2011/319375zbMATH Open1237.93179OpenAlexW2041453812WikidataQ58686741 ScholiaQ58686741MaRDI QIDQ762929FDOQ762929
Authors: Stanley R. Liberty, Libin Mou 
Publication date: 8 March 2012
Published in: International Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/319375
Recommendations
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- Existence of solution for generalized coupled differential Riccati equation
- scientific article; zbMATH DE number 4101018
- Direct solution of a Riccati equation arising in stochastic control theory
- scientific article; zbMATH DE number 3932894
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
Cites Work
- Title not available (Why is that?)
- Coupled matrix Riccati equations in minimal cost variance control problems
- Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
- On the essential quadratic nature of LQG control-performance measure cumulants
- Title not available (Why is that?)
- State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework
- Title not available (Why is that?)
- On the existence of solutions to coupled matrix Riccati differential equations in linear quadratic Nash games
Cited In (1)
This page was built for publication: Existence of solutions of a Riccati differential system from a general cumulant control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q762929)
