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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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2018
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| 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 |