| Title:
|
A note on the exponential stability of a matrix Riccati equation of stochastic control (English) |
| Author:
|
Zabczyk, Jerzy |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
11 |
| Issue:
|
3 |
| Year:
|
1975 |
| Pages:
|
(218)-222 |
| . |
| Category:
|
math |
| . |
| MSC:
|
34D05 |
| MSC:
|
93C15 |
| MSC:
|
93E15 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0311.93054 |
| idMR:
|
MR0393693 |
| . |
| Date available:
|
2009-09-24T16:45:43Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124951 |
| . |
| Reference:
|
[1] W. M. Wonham: On a matrix Riccati equation of stochastic control.SIAM J. Control 6 (1968), 681-697. MR 0239161 |
| Reference:
|
[2] I. M. Rodriguez-Canabal: The geometry of the Riccati equation.Ph. D. dissertation, University of Southern California, June 1972. |
| Reference:
|
[3] P. Hartman: Ordinary Differential Equations.John Wiley and Sons, New York 1964. Zbl 0125.32102, MR 0171038 |
| Reference:
|
[4] J. Zabczyk: On stochastic control of discrete time systems in Hilbert space.SIAM J. Control (to appear). MR 0529600 |
| Reference:
|
[5] M. A. Krasnosel'skii: Positive Solutions of Operator Equations.P. Noordhoff Ltd., Groningen 1964. MR 0181881 |
| Reference:
|
[6] R. S. Bucy P. D. Joseph: Filtering for Stochastic Processes with Applications to Guidance.Interscience Publishers, New York - London 1968. MR 0267946 |
| . |
