A class of discrete time generalized Riccati equations

DOI10.1080/10236190802389381zbMath1185.93074OpenAlexW2094840849MaRDI QIDQ3553520

Toader Morozan, Vasile Dragan

Publication date: 21 April 2010

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236190802389381

zbMATH Keywords

maximal solutionminimal solutionstabilizing solutiondifference Riccati equations

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Miscellaneous inequalities involving matrices (15A45) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ A new iteration to coupled discrete-time generalized Riccati equations ⋮ Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control

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