LMI optimization for nonstandard Riccati equations arising in stochastic control

IEEE Transactions on Automatic Control

Volumn 41, Issue 11, 1996, Pages 1666-1671

  Ait Rami, Mustapha ^a   El Ghaoui, Laurent ^a  

^a ENSTA PARISTECH   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PROBLEM SOLVING; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

JUMP LINEAR SYSTEMS; LINEAR MATRIX INEQUALITIES (LMIS) OPTIMIZATION;

LINEAR CONTROL SYSTEMS;

EID: 0030287555     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.544005     Document Type: Article

References (20)

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