The Sensitivity of the Algebraic and Differential Riccati Equations

Charles Kenney; Gary Hewer

doi:10.1137/0328003

The Sensitivity of the Algebraic and Differential Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/0328003 ◽

1990 ◽

Vol 28 (1) ◽

pp. 50-69 ◽

Cited By ~ 61

Author(s):

Charles Kenney ◽

Gary Hewer

Keyword(s):

Riccati Equations ◽

Differential Riccati Equations

Download Full-text

Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems

SIAM Journal on Scientific Computing ◽

10.1137/17m1134500 ◽

2018 ◽

Vol 40 (4) ◽

pp. A2406-A2426 ◽

Cited By ~ 3

Author(s):

Axel Målqvist ◽

Anna Persson ◽

Tony Stillfjord

Keyword(s):

Linear Quadratic Regulator ◽

Riccati Equations ◽

Linear Quadratic ◽

Differential Riccati Equations

Download Full-text

3. Abstract differential Riccati equations for the second class subject to the trace regularity assumption (H.2)=(1.6)

Differential and Algebraic Riccati Equations with Application to Boundary/Point Control Problems: Continuous Theory and Approximation Theory - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006883 ◽

2005 ◽

pp. 22-31

Keyword(s):

Riccati Equations ◽

Regularity Assumption ◽

Differential Riccati Equations

Download Full-text

A Max-plus Dual Space Fundamental Solution for a Class of Operator Differential Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/120879312 ◽

2015 ◽

Vol 53 (2) ◽

pp. 969-1002 ◽

Cited By ~ 12

Author(s):

Peter M. Dower ◽

William M. McEneaney

Keyword(s):

Fundamental Solution ◽

Dual Space ◽

Riccati Equations ◽

Differential Riccati Equations

Download Full-text

A max-plus primal space fundamental solution for a class of differential Riccati equations

Mathematics of Control Signals and Systems ◽

10.1007/s00498-017-0200-2 ◽

2017 ◽

Vol 29 (3) ◽

Cited By ~ 4

Author(s):

Peter M. Dower ◽

Huan Zhang

Keyword(s):

Fundamental Solution ◽

Riccati Equations ◽

Primal Space ◽

Differential Riccati Equations

Download Full-text

Symmetric differential Riccati equations: an operator based approach

Matrix Riccati Equations in Control and Systems Theory ◽

10.1007/978-3-0348-8081-7_7 ◽

2003 ◽

pp. 411-466

Author(s):

Hisham Abou-Kandil ◽

Gerhard Freiling ◽

Vlad Ionescu ◽

Gerhard Jank

Keyword(s):

Riccati Equations ◽

Differential Riccati Equations

Download Full-text

Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations

Methodology And Computing In Applied Probability ◽

10.1007/s11009-009-9149-z ◽

2009 ◽

Vol 13 (2) ◽

pp. 307-328 ◽

Cited By ~ 7

Author(s):

Bruno Sericola ◽

Marie-Ange Remiche

Keyword(s):

Fluid Flows ◽

Maximum Level ◽

Riccati Equations ◽

Hitting Probabilities ◽

Matrix Differential ◽

Stochastic Fluid ◽

Differential Riccati Equations

Download Full-text

A new fundamental solution for differential Riccati equations arising in control

Automatica ◽

10.1016/j.automatica.2007.08.019 ◽

2008 ◽

Vol 44 (4) ◽

pp. 920-936 ◽

Cited By ~ 25

Author(s):

William M. McEneaney

Keyword(s):

Fundamental Solution ◽

Riccati Equations ◽

Differential Riccati Equations

Download Full-text

Solution of matrix differential Riccati equations in the medium of modeling system of MVTU 3.7

Construction materials science mechanical engineering ◽

10.30838/p.cmm.2415.270818.38.227 ◽

2018 ◽

Vol 0 (106) ◽

pp. 38-45

Author(s):

N. Ershova

Keyword(s):

Riccati Equations ◽

Matrix Differential ◽

Differential Riccati Equations

Download Full-text

Analysis of Krylov subspace approximation to large-scale differential Riccati equations

ETNA - Electronic Transactions on Numerical Analysis ◽

10.1553/etna_vol52s431 ◽

2020 ◽

Vol 52 ◽

pp. 431-454

Author(s):

Antti Koskela ◽

Hermann Mena

Keyword(s):

Large Scale ◽

Krylov Subspace ◽

Riccati Equations ◽

Krylov Subspace Approximation ◽

Subspace Approximation ◽

Differential Riccati Equations

Download Full-text

Solving differential Riccati equations: A nonlinear space-time method using tensor trains

Numerical Algebra Control & Optimization ◽

10.3934/naco.2020034 ◽

2019 ◽

Vol 0 (0) ◽

pp. 0-0

Author(s):

Tobias Breiten ◽

◽

Sergey Dolgov ◽

Martin Stoll ◽

◽

...

Keyword(s):

Riccati Equations ◽

Space Time ◽

Differential Riccati Equations

Download Full-text