Residual bounds of the stochastic algebraic Riccati equation (Q1932643)
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scientific article; zbMATH DE number 6127373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual bounds of the stochastic algebraic Riccati equation |
scientific article; zbMATH DE number 6127373 |
Statements
Residual bounds of the stochastic algebraic Riccati equation (English)
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21 January 2013
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residual bound
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a-posteriori error bound
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forward error
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stochastic algebraic Riccati equations
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stabilizing solution
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stochastic \(H_{\infty }\) control problems
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constraint of positive definiteness
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stochastic linear quadratic control
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non-local symmetric solution
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