• DocumentCode
    3583892
  • Title

    Solving discrete-time game theoretic periodic Riccati equations: An iterative procedure

  • Author

    Dragan, Vasile ; Aberkane, S. ; Ivanov, I.G.

  • Author_Institution
    “Simion Stoilow” Inst., Bucharest, Romania
  • fYear
    2013
  • Firstpage
    1329
  • Lastpage
    1334
  • Abstract
    This paper addresses the problem of solving a class of periodic discrete-time Riccati equation with an indefinite sign of it´s quadratic term. More precisely, we focus on the computation of the stabilizing solutions of discrete-time game theoretic periodic Riccati equations. A convergent iterative algorithm is proposed for this purpose.
  • Keywords
    Riccati equations; discrete time systems; game theory; iterative methods; stability; convergent iterative algorithm; discrete-time game theoretic periodic Riccati equations; indefinite sign; quadratic term; stabilization; Games; Iterative methods; Linear systems; Mathematical model; Riccati equations; Tin;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2013 European
  • Type

    conf

  • Filename
    6669376