Continuity of the solution of the Riccati equations for continuous time JLQP

Adam Czornik

doi:10.1109/9.855554

Continuity of the solution of the Riccati equations for continuous time JLQP

Adam Czornik

Katedra Automatyki i Robotyki (RAU/RAU3)

Wyniki badań: Wkład do czasopisma › Artykuł › recenzja

7 Cytowania z bazy Scopus

Abstrakt

In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.

Język oryginału	angielski
Strony (od–do)	934-937
Liczba stron	4
Czasopismo	IEEE Transactions on Automatic Control
Tom	45
Numer wydania	5
Identyfikatory DOI	https://doi.org/10.1109/9.855554
Status publikacji	Opublikowano - maj 2000

Obszary tematyczne ASJC Scopus

Inżynieria sterowania i systemów
Zastosowania informatyki
Inżynieria elektryczna i elektroniczna

Uzyskaj dostęp do dokumentu

10.1109/9.855554

Inne pliki i linki

Link do publikacji w Scopus

Cytowanie

@article{6d8cbc82210641aa9dd5cf48b7229607,

title = "Continuity of the solution of the Riccati equations for continuous time JLQP",

abstract = "In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.",

author = "Adam Czornik",

year = "2000",

month = may,

doi = "10.1109/9.855554",

language = "English",

volume = "45",

pages = "934--937",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "5",

}

TY - JOUR

T1 - Continuity of the solution of the Riccati equations for continuous time JLQP

AU - Czornik, Adam

PY - 2000/5

Y1 - 2000/5

N2 - In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.

AB - In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.

UR - https://www.scopus.com/pages/publications/0034188036

U2 - 10.1109/9.855554

DO - 10.1109/9.855554

M3 - Article

AN - SCOPUS:0034188036

SN - 0018-9286

VL - 45

SP - 934

EP - 937

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 5

ER -

Continuity of the solution of the Riccati equations for continuous time JLQP

Abstrakt

Obszary tematyczne ASJC Scopus

Uzyskaj dostęp do dokumentu

Inne pliki i linki

Fingerprint

Cytowanie