On analytical solutions of matrix Riccati equations

Author:

Ledyaev Yuri S.

Publisher

Pleiades Publishing Ltd

Subject

Mathematics (miscellaneous)

Reference16 articles.

1. B. D. O. Anderson and J. B. Moore, Linear Optimal Control (Prentice-Hall, Englewood Cliffs, NJ, 1971).

2. R. W. Brockett, Finite Dimensional Linear Systems (J. Wiley & Sons, New York, 1970).

3. F. H. Clarke, Optimization and Nonsmooth Analysis (J. Wiley & Sons, New York, 1983).

4. F. H. Clarke, Methods of Dynamic and Nonsmooth Optimization (SIAM, Philadelphia, PA, 1989), CBMS-NSF Reg. Conf. Ser. Appl. Math. 57.

5. F. H. Clarke, Yu. S. Ledyaev, R. J. Stern, and P. R. Wolenski, Nonsmooth Analysis and Control Theory (Springer, New York, 1998).

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