# Continuity of solutions of Riccati equations for the discrete-time JLQP

Adam Czornik; Andrzej Świerniak

International Journal of Applied Mathematics and Computer Science (2002)

- Volume: 12, Issue: 4, page 539-543
- ISSN: 1641-876X

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topCzornik, Adam, and Świerniak, Andrzej. "Continuity of solutions of Riccati equations for the discrete-time JLQP." International Journal of Applied Mathematics and Computer Science 12.4 (2002): 539-543. <http://eudml.org/doc/207609>.

@article{Czornik2002,

abstract = {The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.},

author = {Czornik, Adam, Świerniak, Andrzej},

journal = {International Journal of Applied Mathematics and Computer Science},

keywords = {jump parameter system; stochastic stabilizability; observability; coupled algebraic Ricatti equations; robustness; quadratic control; sensitivity; coupled algebraic Riccati equations; quadratic control problem},

language = {eng},

number = {4},

pages = {539-543},

title = {Continuity of solutions of Riccati equations for the discrete-time JLQP},

url = {http://eudml.org/doc/207609},

volume = {12},

year = {2002},

}

TY - JOUR

AU - Czornik, Adam

AU - Świerniak, Andrzej

TI - Continuity of solutions of Riccati equations for the discrete-time JLQP

JO - International Journal of Applied Mathematics and Computer Science

PY - 2002

VL - 12

IS - 4

SP - 539

EP - 543

AB - The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.

LA - eng

KW - jump parameter system; stochastic stabilizability; observability; coupled algebraic Ricatti equations; robustness; quadratic control; sensitivity; coupled algebraic Riccati equations; quadratic control problem

UR - http://eudml.org/doc/207609

ER -

## References

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