Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
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Publication:5971315
DOI10.1016/S0947-3580(04)70407-0zbMath1293.93779OpenAlexW2075364712MaRDI QIDQ5971315
Publication date: 7 August 2014
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0947-3580(04)70407-0
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Cites Work
- Minimax control of switching systems under sampling
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
- Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
- A small gain theorem for linear stochastic systems
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Numerical solution of the state dependent noise problem
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- Lyapunov iterations for optimal control of jump linear systems at steady state
- On a Matrix Riccati Equation of Stochastic Control
- Optimal Stationary Control of a Linear System with State-Dependent Noise
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