An equivalence result in linear-quadratic theory

Automatica

Volumn 39, Issue 2, 2003, Pages 355-359

  Van den Broek, W A ^a   Engwerda, J C ^b   Schumacher, J M ^b  

^a UNIVERSITY OF TWENTE   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Algebraic Riccati equations; Differential games; LQ theory; LQG theory

Indexed keywords

RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING; TIME VARYING CONTROL SYSTEMS;

DIFFERENTIAL GAMES;

FEEDBACK CONTROL;

EID: 0037294405     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(02)00228-5     Document Type: Article

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