On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
type: Item
instance of: scholarly article
title: On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
zbMATH Open document ID: 0701.93106
DOI: 10.1016/0167-6911(90)90018-P
author: Carlos E. de Souza
author: Marcelo Dutra Fragoso
published in: Systems \& Control Letters
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 4150068
zbMATH Keywords: generalized algebraic Riccati equations
zbMATH Keywords: maximal solution
MaRDI profile type: Publication
cites work: A new approach to lineary perturbed Riccati equations arising in stochastic control
cites work: On a partially observable LQG problem for systems with Markovian jumping parameters
cites work: On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
cites work: Q5332416
cites work: Monotonicity of maximal solutions of algebraic Riccati equations
cites work: On a Matrix Riccati Equation of Stochastic Control
cites work: Q5645271
full work available at URL: 0167-6911(90)90018-p
OpenAlex ID: W2085381079
description: scientific article; zbMATH DE number 4150068