Solution of the matrix Riccati equation in optimal control

DOI10.1016/0020-0255(78)90011-7zbMath0443.93020OpenAlexW2057604151MaRDI QIDQ1144527

Mohsen Razzaghi

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90011-7

zbMATH Keywords

finite-time Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Large-scale systems (93A15)

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Cites Work

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• A computational solution for a matrix Riccati differential equation
• On the conjugate point condition for the control problem
• Generalizations of singular optimal control theory
• An analytic solution for an algebraic matrix Riccati equation
• Optimal trajectory, guidance, and conjugate points
• New Jacobi-type necessary and sufficient conditions for singular optimization problems

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