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Showing 1 to 2 of 2 for “"Riccati Iteration"”.
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Multi-Objective Optimization: Riccati Iteration and the Lotfi Manufacturing Problem
… that a powerful solution technique known as the Riccati Iteration is such a novel approach, and can be applied to complex problems that would otherwise be infeasible to solve. This thesis will demonstrate the power of the Riccati iteration by employing the Riccati iteration with spreadsheet …
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On the numerical solution of continuous coupled algebraic Riccati equations
… bound for the continuous coupled algebraic Riccati equation, which arises from the optimal control of a Markovian jump linear system. In particular, we address the issue of rank deficiency with the control matrices. In the case of rank deficiency the existing matrix upper bounds are …