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
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;
Conference_Titel :
Control Conference (ECC), 2013 European
