Iterative procedure for stabilizing solutions of differential Riccati type equations arising in stochastic control

IFIP Advances in Information and Communication Technology

Volumn 121, Issue , 2003, Pages 133-144

  Dragan, Vasile ^a   Morozan, Toader ^a   Stoica, Adrian M ^b  

^a INSTITUTE OF MATHEMATICS   (Romania)

^b UNIVERSITY POLITEHNICA OF BUCHAREST   (Romania)

Author keywords

Iterative procedures; Optimal control; Stabilizing solutions of Riccati type systems; Stochastic linear systems

Indexed keywords

ITERATIVE METHODS; LINEAR SYSTEMS; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

MULTIPLICATIVE WHITE NOISE; NUMERICAL ALGORITHMS; OPTIMAL CONTROLS; RICCATI-TYPE EQUATION; STABILIZING SOLUTIONS; STOCHASTIC LINEAR SYSTEMS; TIME VARYING STOCHASTIC SYSTEM; TYPE SYSTEMS;

WHITE NOISE;

EID: 84904358110     PISSN: 18684238     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-0-387-35690-7_14     Document Type: Conference Paper

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