Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem
Joint Authors
Source
International Journal of Differential Equations
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-12-25
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
We study a system of infinitely many Riccati equations that arise from a cumulant control problem, which is a generalization of regulator problems, risk-sensitive controls, minimal cost variance controls, and k-cumulant controls.
We obtain estimates for the existence intervals of solutions of the system.
In particular, new existence conditions are derived for solutions on the horizon of the cumulant control problem.
American Psychological Association (APA)
Liberty, Stanley R.& Mou, Libin. 2011. Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem. International Journal of Differential Equations،Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-463176
Modern Language Association (MLA)
Liberty, Stanley R.& Mou, Libin. Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem. International Journal of Differential Equations No. 2011 (2011), pp.1-13.
https://search.emarefa.net/detail/BIM-463176
American Medical Association (AMA)
Liberty, Stanley R.& Mou, Libin. Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem. International Journal of Differential Equations. 2011. Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-463176
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-463176
