A stochastic Riccati equation for a hyperbolic-like system with point and boundary control

Lecture Notes in Pure and Applied Mathematics - Free and Moving Boundaries ◽

10.1201/9781420011159.ch24 ◽

2007 ◽

pp. 443-454

Author(s):

Cavit Hafizoglu

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Stochastic Riccati Equation

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A stochastic Riccati equation for a hyperbolic-like system with point and boundary control Cavit Haﬁzoglu

Free and Moving Boundaries ◽

10.1201/9781420011159-28 ◽

2007 ◽

pp. 461-472

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Stochastic Riccati Equation

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The stochastic Riccati equation

Nonlinear Analysis ◽

10.1016/0362-546x(80)90022-x ◽

1980 ◽

Vol 4 (6) ◽

pp. 1131-1133 ◽

Author(s):

R. Bellman ◽

G. Adomian

Keyword(s):

Riccati Equation ◽

Stochastic Riccati Equation

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Riccati equation arising in the boundary control of stochastic hyperbolic systems

Stochastic Analysis and Applications ◽

10.1080/07362998608809085 ◽

1986 ◽

Vol 4 (2) ◽

pp. 131-150 ◽

Author(s):

Franco Flandoli

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Hyperbolic Systems

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The direct solution of a steady-state Riccati equation arising in optimum boundary control

International Journal of Control ◽

10.1080/00207178008961061 ◽

1980 ◽

Vol 31 (3) ◽

pp. 555-563 ◽

Author(s):

ULRICH KNöPP

Keyword(s):

Steady State ◽

Riccati Equation ◽

Boundary Control ◽

Direct Solution

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Riccati Equation Arising in a Boundary Control Problem with Distributed Parameters

SIAM Journal on Control and Optimization ◽

10.1137/0322006 ◽

1984 ◽

Vol 22 (1) ◽

pp. 76-86 ◽

Author(s):

Franco Flandoli

Keyword(s):

Control Problem ◽

Riccati Equation ◽

Boundary Control ◽

Distributed Parameters ◽

Boundary Control Problem

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On the Backward Stochastic Riccati Equation in Infinite Dimensions

SIAM Journal on Control and Optimization ◽

10.1137/s0363012903425507 ◽

2005 ◽

Vol 44 (1) ◽

pp. 159-194 ◽

Author(s):

Giuseppina Guatteri ◽

Gianmario Tessitore

Keyword(s):

Riccati Equation ◽

Infinite Dimensions ◽

Backward Stochastic Riccati Equation ◽

Stochastic Riccati Equation

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Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients

SIAM Journal on Control and Optimization ◽

10.1137/18m1209684 ◽

2020 ◽

Vol 58 (1) ◽

pp. 393-424 ◽

Author(s):

Fu Zhang ◽

Yuchao Dong ◽

Qingxin Meng

Keyword(s):

Optimal Control ◽

Riccati Equation ◽

Random Coefficients ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Backward Stochastic Riccati Equation ◽

Quadratic Optimal Control ◽

Stochastic Riccati Equation

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Algebraic Riccati Equation Arising in Boundary Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/0325035 ◽

1987 ◽

Vol 25 (3) ◽

pp. 612-636 ◽

Author(s):

Franco Flandoli

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Algebraic Riccati Equation ◽

Control Problems ◽

Boundary Control Problems

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Approximations of riccati equation for abstract boundary control problems applications to hyperbolic systems

Numerical Functional Analysis and Optimization ◽

10.1080/01630568608816212 ◽

1986 ◽

Vol 8 (3-4) ◽

pp. 207-243 ◽

Author(s):

I. Lasiecka

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Hyperbolic Systems ◽

Control Problems ◽

Boundary Control Problems ◽

Abstract Boundary

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Algebraic Riccati equation arising in boundary control problems

10.1109/cdc.1985.268569 ◽

1985 ◽

Author(s):

Franco Flandoli

Keyword(s):

Riccati Equation ◽

Boundary Control ◽

Algebraic Riccati Equation ◽

Control Problems ◽

Boundary Control Problems

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