On the solution of the Riccati differential equation arising from the LQ optimal control problem

DOI10.1016/J.SYSCONLE.2009.12.006zbMATH Open1186.49025OpenAlexW2020036480WikidataQ115340990 ScholiaQ115340990MaRDI QIDQ962176FDOQ962176

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 6 April 2010

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/22423

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zbMATH Keywords

Riccati differential equationsign-controllabilityHamiltonian differential equationLQ optimal controlextreme solutions of the algebraic Riccati equation

Mathematics Subject Classification ID

Controllability (93B05) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

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Cited In (19)

• Title not available (Why is that?)
• Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
• The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
• Modulation of reproducing kernel Hilbert space method for numerical solutions of Riccati and Bernoulli equations in the Atangana-Baleanu fractional sense
• Approximate solution for solving fractional Riccati differential equations via trigonometric basic functions
• An advanced scheme based on artificial intelligence technique for solving nonlinear Riccati systems
• Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems
• Risk-sensitive mean field games with major and minor players
• Solution of the matrix Riccati equation for the linear quadratic control problems
• Symplectic method based on generating function for receding horizon control of linear time-varying systems
• Stability robustness of linear quadratic regulators
• A Riccati-like equation arising in suboptimal control
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• Title not available (Why is that?)
• Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction
• Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem
• Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method
• An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
• Title not available (Why is that?)

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