On the polynomial equations for the MIMO LQ stochastic regulator

DOI10.1109/9.50346zbMath0706.93078OpenAlexW2164779621MaRDI QIDQ3487261

Mosca, Edoardo, Alessandro Casavola, Laura Giarré

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.50346

zbMATH Keywords

LQ stochastic regulationuncoupled Diophantine equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Optimal stochastic control (93E20)

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