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Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem
Joint Authors
Source
International Journal of Differential Equations
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-06
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
The matrix Riccati equation that must be solved to obtain the solution to stochastic optimal control problems known as LQG homing is linearized for a class of processes.
The results generalize a theorem proved by Whittle and the one-dimensional case already considered by the authors.
A particular two-dimensional problem is solved explicitly.
American Psychological Association (APA)
Zitouni, Foued& Lefebvre, Mario. 2014. Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem. International Journal of Differential Equations،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-495035
Modern Language Association (MLA)
Zitouni, Foued& Lefebvre, Mario. Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem. International Journal of Differential Equations No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-495035
American Medical Association (AMA)
Zitouni, Foued& Lefebvre, Mario. Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem. International Journal of Differential Equations. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-495035
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-495035