A note on the exponential stability of a matrix Riccati equation of stochastic control
Kybernetika (1975)
- Volume: 11, Issue: 3, page (218)-222
- ISSN: 0023-5954
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topZabczyk, Jerzy. "A note on the exponential stability of a matrix Riccati equation of stochastic control." Kybernetika 11.3 (1975): (218)-222. <http://eudml.org/doc/28106>.
@article{Zabczyk1975,
author = {Zabczyk, Jerzy},
journal = {Kybernetika},
language = {eng},
number = {3},
pages = {(218)-222},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A note on the exponential stability of a matrix Riccati equation of stochastic control},
url = {http://eudml.org/doc/28106},
volume = {11},
year = {1975},
}
TY - JOUR
AU - Zabczyk, Jerzy
TI - A note on the exponential stability of a matrix Riccati equation of stochastic control
JO - Kybernetika
PY - 1975
PB - Institute of Information Theory and Automation AS CR
VL - 11
IS - 3
SP - (218)
EP - 222
LA - eng
UR - http://eudml.org/doc/28106
ER -
References
top- W. M. Wonham, On a matrix Riccati equation of stochastic control, SIAM J. Control 6 (1968), 681-697. (1968) MR0239161
- I. M. Rodriguez-Canabal, The geometry of the Riccati equation, Ph. D. dissertation, University of Southern California, June 1972. (1972)
- P. Hartman, Ordinary Differential Equations, John Wiley and Sons, New York 1964. (1964) Zbl0125.32102MR0171038
- J. Zabczyk, On stochastic control of discrete time systems in Hilbert space, SIAM J. Control (to appear). MR0529600
- M. A. Krasnosel'skii, Positive Solutions of Operator Equations, P. Noordhoff Ltd., Groningen 1964. (1964) MR0181881
- R. S. Bucy P. D. Joseph, Filtering for Stochastic Processes with Applications to Guidance, Interscience Publishers, New York - London 1968. (1968) MR0267946
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