An analytic Riccati solution for two-target discrete-time control

DOI10.1016/S0165-1889(98)00090-6zbMath0994.93010MaRDI QIDQ1605709

Douglas W. Mitchell

Publication date: 23 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

transformationRiccati equationdiscrete optimal control

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Related Items (2)

On the number of trials needed to obtain \(k\) consecutive successes ⋮ Reducing the dimensionality of linear quadratic control problems

Cites Work

• Numerical solutions of the algebraic matrix Riccati equation
• On the Relationship between Linear Feedback Control and First Period Certainty Equivalence
• Stochastic Stability of Short-Run Market Equilibrium Under Variations in Supply
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