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On the discrete time matrix Riccati equation of optimal control†

 

作者: P. E. CAINES,   D. Q. MAYNE,  

 

期刊: International Journal of Control  （Taylor Available online 1970）
卷期: Volume 12, issue 5  

页码: 785-794

 

ISSN:0020-7179

 

年代: 1970

 

DOI:10.1080/00207177008931892

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper is concerned with the discrete time matrix Riccati equation. The properties established are those of minimality, convergence, uniqueness and stability. Further the convergence of the policy space approximation technique is proved. These results are analogous to those known for the continuous-time Riccati equation, but the techniques used are simpler.

 

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