Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control

DOI10.1002/oca.2015zbMath1273.93044OpenAlexW2118873097MaRDI QIDQ2857156

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Publication date: 31 October 2013

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2015

zbMATH Keywords

stabilizabilityRiccati equationsmaximal solutionminimal solutionstabilizing solutionstrong detectabilitydiscrete-time nonlinear equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Algebraic methods (93B25) Stochastic systems in control theory (general) (93E03)

Related Items (10)

Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Output‐based H₂ optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients ⋮ AnH₂-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations ⋮ Optimal control of discrete-time linear fractional-order systems with multiplicative noise ⋮ Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case ⋮ Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions ⋮ Optimal control for discrete-time, linear fractional-order systems with Markovian jumps ⋮ Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space

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