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The discrete Riccati equation of optimal control. (English) Zbl 0245.93033


MSC:

93E20 Optimal stochastic control
93E15 Stochastic stability in control theory
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References:

[1] Birkhoff G., McLane S.: A Survey of Modern Algebra. McMillan, New York 1965.
[2] Hautus M. L. J.: Stabilization, Controllability and Observability of Linear Autonomous Systems. Nederl. Akad. Wetensch. Proc. Ser. A73 (1970), 448-455. · Zbl 0212.47302
[3] Kučera V.: A Contribution to Matrix Quadratic Equations. IEEE Trans. on Automatic Control AC-17 (June 1972), 344-347.
[4] Kučera V.: On Nonnegative Definite Solutions to Matrix Quadratic Equations. Proc. 5th IFAC World Congress, Vol. 4, Paris, 1972. Also to appear in Journal Automatica, July 1972.
[5] Kučera V.: State Space Approach to Discrete Linear Control. Kybernetika 8 (1972), 3, 233-251.
[6] Mårtensson K.: On the Matrix Riccati Equation. Information Sciences 3, (1971), 1, 17-49. · Zbl 0206.45602
[7] Potter J. E.: Matrix Quadratic Solutions. SIAM J. on Appl. Math. 14 (1966), 3, 496-501. · Zbl 0144.02001
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