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Matrix Riccati Equations in Control and Systems Theory

Bag om Matrix Riccati Equations in Control and Systems Theory

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783034894326
  • Indbinding:
  • Paperback
  • Sideantal:
  • 572
  • Udgivet:
  • 21. oktober 2012
  • Udgave:
  • 12003
  • Størrelse:
  • 234x156x30 mm.
  • Vægt:
  • 902 g.
  • 8-11 hverdage.
  • 6. december 2024

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The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control.

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