On the existence of solutions of the general algebraic Riccati equation

DOI10.1080/00207729408949331zbMath0845.93025OpenAlexW1969667742MaRDI QIDQ4763809

Quan Zhang, Fuen Zhang, Lin Wu, Shanben Chen

Publication date: 1 May 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408949331

zbMATH Keywords

existencedifferential equationgeneral algebraic Riccati equation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Synthesis problems (93B50)

Cites Work

• The time-invariant linear-quadratic optimal control problem
• The robust optimal control of uncertain systems-state space method
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Values and strategies for infinite time linear quadratic games
• Some properties of the value matrix in infinite-time linear-quadratic differential games

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