Existence of Solution for Generalized Coupled Differential Riccati Equation

DOI10.1002/asjc.1835zbMath1432.93385OpenAlexW2808915664WikidataQ115406480 ScholiaQ115406480MaRDI QIDQ5213940

Guoqiang Ren, Bin Liu

Publication date: 6 February 2020

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.1835

zbMATH Keywords

optimal controlsingular systemgeneralized coupled differential Riccati equation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

A class of fixed point iteration for the coupled algebraic Riccati equation

Cites Work

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• Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach
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• On a Matrix Riccati Equation of Stochastic Control

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