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  • Existenz-, Konvergenz- und Vergleichssätze für verallgemeinerte Riccatische…

Existenz-, Konvergenz- und Vergleichssätze für verallgemeinerte Riccatische Matrix-Gleichungen

In this thesis two classes of rational matrix differential resp. difference equations which contain the matrix Riccati equations of continuous- and discrete-time optimal control as particular cases are considered. Existence and convergence theorems for these equations are proved and conditions ensuring that the corresponding algebraic equations have a stabilizing solution are derived.

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Translated title:
Existence, convergence and comparison theorems for generalized matrix Riccati equations (English)
Thesis advisor:
LSF
1164
Prof. Dr. Freiling, Gerhard
Date Created:
08.05.2002
Date of doctoral degree:
08.05.2002
URN:
urn:nbn:de:hbz:464-duett-07222002-1603319
PURL:
http://purl.oclc.org/NET/duett-07222002-160331
Language:
German
Type of Resource:
Text
Keywords:
linear-quadratic problems; generalized matrix Riccati equations; Optimal stochastic control
Collection:
E-Dissertations
Dewey Decimal Classification:
510 Mathematics
Subject categories of the Deutsche Nationalbibliografie:
510 Mathematics
Hosting institution:
Faculty of Mathematics

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