On the Existence of the Stabilizing Solution of a Class of Periodic Stochastic Riccati Equations

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2927589 ◽

2020 ◽

Vol 65 (3) ◽

pp. 1288-1294 ◽

Author(s):

Samir Aberkane ◽

Vasile Dragan

Keyword(s):

Riccati Equations ◽

Stabilizing Solution

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On an iterative algorithm to compute the positive stabilizing solution of generalized algebraic Riccati equations

2009 Chinese Control and Decision Conference ◽

10.1109/ccdc.2009.5192595 ◽

2009 ◽

Author(s):

Yantao Feng ◽

Brian D. O. Anderson

Keyword(s):

Iterative Algorithm ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Stabilizing Solution

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On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case

The Journal of Difference Equations and Applications ◽

10.1080/10236198.2020.1801661 ◽

2020 ◽

Vol 26 (7) ◽

pp. 913-951

Author(s):

Samir Aberkane ◽

Vasile Dragan

Keyword(s):

Riccati Equations ◽

Time Varying ◽

Stabilizing Solution ◽

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On the Existence of a Stabilizing Solution of Modified Algebraic Riccati Equations in Terms of Standard Algebraic Riccati Equations and Linear Matrix Inequalities

IEEE Control Systems Letters ◽

10.1109/lcsys.2019.2921998 ◽

2020 ◽

Vol 4 (1) ◽

pp. 91-96

Author(s):

Francisco J. Vargas ◽

Rodrigo A. Gonzalez

Keyword(s):

Linear Matrix Inequalities ◽

Riccati Equations ◽

Linear Matrix ◽

Matrix Inequalities ◽

Algebraic Riccati Equations ◽

Stabilizing Solution

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Computing the Positive Stabilizing Solution to Algebraic Riccati Equations With an Indefinite Quadratic Term via a Recursive Method

IEEE Transactions on Automatic Control ◽

10.1109/tac.2008.2006108 ◽

2008 ◽

Vol 53 (10) ◽

pp. 2280-2291 ◽

Author(s):

Alexander Lanzon ◽

Yantao Feng ◽

Brian D. O. Anderson ◽

Michael Rotkowitz

Keyword(s):

Riccati Equations ◽

Quadratic Term ◽

Recursive Method ◽

Algebraic Riccati Equations ◽

Stabilizing Solution ◽

Indefinite Quadratic

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On computing the stabilizing solution of a class of discrete-time periodic Riccati equations

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.3131 ◽

2013 ◽

Vol 25 (7) ◽

pp. 1066-1093 ◽

Author(s):

Vasile Dragan ◽

Samir Aberkane ◽

Ivan G. Ivanov

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Stabilizing Solution ◽

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Numerical solvers to the stabilizing solution of perturbed algebraic Riccati equations in LQ zero-sum games

10.1063/1.4934329 ◽

2015 ◽

Author(s):

I. G. Ivanov ◽

N. C. Netov ◽

B. C. Bogdanova

Keyword(s):

Riccati Equations ◽

Zero Sum Games ◽

Algebraic Riccati Equations ◽

Stabilizing Solution ◽

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H∞ Controller Reduction using the Block Balanced Truncation with the Riccati Equations

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.135.979 ◽

2015 ◽

Vol 135 (8) ◽

pp. 979-985

Author(s):

Tsutomu Nagado ◽

Haruki Nakamoto

Keyword(s):

Riccati Equations ◽

Balanced Truncation

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Perturbation Analysis of the Continuous and Discrete Matrix Riccati Equations

10.23919/acc.1986.4789016 ◽

1986 ◽

Author(s):

M.M. Konstantinov ◽

P.Hr. Petkov ◽

N.D. Christov

Keyword(s):

Perturbation Analysis ◽

Riccati Equations

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Numerical Algorithms and Software for Matrix Riccati Equations.

10.21236/ada150148 ◽

1984 ◽

Author(s):

A. J. Laub

Keyword(s):

Numerical Algorithms ◽

Riccati Equations

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On the Riccati Equations for the Scattering Matrices in Two Dimensions.

10.21236/ada297365 ◽

1995 ◽

Author(s):

Y. Chen ◽

V. Rokhlin

Keyword(s):

Riccati Equations ◽

Two Dimensions ◽

Scattering Matrices

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