Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation

In this paper, the existence of a mean-square stabilizing solution to a discrete-time modified algebraic Riccati equation (MARE), which arises in the study of some stochastic linear quadratic optimal control problems, is investigated. The theory of cone-invariant operators is employed as the mathema...

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Bibliographic Details
Main Authors: Zheng, Jianying, Qiu, Li
Other Authors: School of Electrical and Electronic Engineering
Format: Article
Language:English
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/10356/88631
http://hdl.handle.net/10220/44672
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Institution: Nanyang Technological University
Language: English