Title of article
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control Original Research Article
Author/Authors
Marcelo D. Fragoso، نويسنده , , Jack Baczynski، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
12
From page
165
To page
176
Abstract
Existence and uniqueness of solutions for a class of infinite dimensional perturbed Riccati differential equations in a certain Banach space is our main concern in this paper. Besides the interest in its own right, this class arises in control problems involving linear systems with countably infinite Markov jump parameters.
Keywords
Banach space , stochastic control , Markov jump linear system , Riccati differential equation , Infinite dimension
Journal title
Linear Algebra and its Applications
Serial Year
2005
Journal title
Linear Algebra and its Applications
Record number
824914
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