A comparison theorem for matrix Riccati difference equations (Q1195839)
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scientific article; zbMATH DE number 86071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem for matrix Riccati difference equations |
scientific article; zbMATH DE number 86071 |
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A comparison theorem for matrix Riccati difference equations (English)
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4 January 1993
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monotonicity of solutions
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difference equations
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associated Hermitian matrices
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Riccati equations
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discrete-time \(LQ\) optimal control
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