Discrete-time Riccati equations of stochastic control

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems ◽

10.1007/978-1-4419-0630-4_5 ◽

2009 ◽

pp. 131-183

Author(s):

Vasile Drăgan ◽

Toader Morozan ◽

Adrian-Mihail Stoica

Keyword(s):

Stochastic Control ◽

Discrete Time ◽

Riccati Equations

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Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control

Optimal Control Applications and Methods ◽

10.1002/oca.2015 ◽

2012 ◽

Vol 34 (2) ◽

pp. 164-190 ◽

Cited By ~ 18

Author(s):

V. M. Ungureanu ◽

V. Dragan ◽

T. Morozan

Keyword(s):

Banach Spaces ◽

Stochastic Control ◽

Nonlinear Equations ◽

Discrete Time ◽

Global Solutions ◽

Riccati Equations ◽

Ordered Banach Spaces

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Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/140956051 ◽

2015 ◽

Vol 53 (6) ◽

pp. 3673-3689 ◽

Cited By ~ 10

Author(s):

Kai Du

Keyword(s):

Stochastic Control ◽

Riccati Equations ◽

Optimal Stochastic Control ◽

Control Problems ◽

Linear Quadratic ◽

Solvability Conditions ◽

Stochastic Control Problems

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Stein iterations for the coupled discrete-time Riccati equations

Nonlinear Analysis ◽

10.1016/j.na.2009.06.025 ◽

2009 ◽

Vol 71 (12) ◽

pp. 6244-6253 ◽

Cited By ~ 6

Author(s):

Ivan Ganchev Ivanov

Keyword(s):

Discrete Time ◽

Riccati Equations

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Remarks on “optimal stochastic control for discrete-time linear system with interrupted observations”

Automatica ◽

10.1016/0005-1098(74)90027-2 ◽

1974 ◽

Vol 10 (2) ◽

pp. 213-214 ◽

Cited By ~ 3

Author(s):

Satoru Fujishige

Keyword(s):

Linear System ◽

Stochastic Control ◽

Discrete Time ◽

Optimal Stochastic Control ◽

Time Linear

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Stochastic Control in Discrete Time

Stochastic Control in Insurance - Probability and Its Applications ◽

10.1007/978-1-84800-003-2_1 ◽

2007 ◽

pp. 1-26

Author(s):

Hanspeter Schmidli

Keyword(s):

Stochastic Control ◽

Discrete Time

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Initializing Newton's method for discrete-time algebraic Riccati equations using the butterfly SZ algorithm

Proceedings of the 1999 IEEE International Symposium on Computer Aided Control System Design (Cat. No.99TH8404) ◽

10.1109/cacsd.1999.808626 ◽

2003 ◽

Author(s):

H. Fassbender ◽

P. Benner

Keyword(s):

Discrete Time ◽

Newton’S Method ◽

Newton's Method ◽

Riccati Equations ◽

Algebraic Riccati Equations

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On equivalence notions for discrete-time stochastic control systems

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7402371 ◽

2015 ◽

Cited By ~ 3

Author(s):

Giordano Pola ◽

Costanzo Manes ◽

Arjan J. van der Schaft ◽

Maria Domenica Di Benedetto

Keyword(s):

Control Systems ◽

Stochastic Control ◽

Discrete Time

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Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717201 ◽

2010 ◽

Cited By ~ 1

Author(s):

Charalambos D. Charalambous ◽

Farzad Rezaei ◽

Ioannis Tzortzis

Keyword(s):

Total Variation ◽

Stochastic Control ◽

Discrete Time ◽

Optimal Stochastic Control ◽

Total Variation Distance ◽

Discrete Time Systems ◽

Variation Distance ◽

Time Systems

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A non-recursive method for solving the general discrete-time riccati equations related to theH∞ control problem

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.4590040407 ◽

1994 ◽

Vol 4 (4) ◽

pp. 503-519 ◽

Cited By ~ 13

Author(s):

Ben M. Chen ◽

Ali Saberi ◽

Yacov Shamash

Keyword(s):

Control Problem ◽

Discrete Time ◽

Riccati Equations ◽

Recursive Method

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The Riccati Equations of Stochastic Control

Mathematical Concepts and Methods in Science and Engineering - Mathematical Methods in Robust Control of Linear Stochastic Systems ◽

10.1007/978-0-387-35924-3_4 ◽

2007 ◽

pp. 109-157

Keyword(s):

Stochastic Control ◽

Riccati Equations

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