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Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction - MaRDI portal

Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction (Q4296435)

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scientific article; zbMATH DE number 591151
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Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction
scientific article; zbMATH DE number 591151

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    Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction (English)
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    28 May 1995
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    exponential convergence
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    time-invariant matrix Riccati differential equation
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    finite horizon
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    LQ problem
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    time-invariant
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