Paper Info
Title
Nonsymmetric algebraic Riccati theory: A matrix pencil approach
Abstract
A nonsymmetric continuous-time algebraic Riccati system which incorporates as particular cases various nonsymmetric algebraic Riccati equations is studied under assumptions on the matrix coefficients utterly relaxed. Necessary and sufficient existence conditions together with a numerical algorithm for the stabilizing solution to the algebraic Riccati system are given. The results may be applied in the framework of game theory to design Nash and Stackelberg strategies without the classical invertibility assumption on the direct feed-through matrix coefficient.
Year
DOI
Venue
2009
10.1109/CDC.2009.5400293
CDC
Keywords
Field
DocType
Riccati equations,continuous time systems,game theory,matrix algebra,Nash strategy,Riccati equations,Stackelberg strategy,continuous-time system,game theory,matrix coefficients,matrix pencil approach,nonsymmetric algebraic Riccati system,numerical algorithm,stabilizing solution,Algebraic Riccati equations,deflating subspaces,game theory,matrix pencil
Mathematical optimization,Algebraic number,Algebra,Matrix (mathematics),Symmetric matrix,Riccati equation,Algebraic Riccati equation,Linear-quadratic regulator,Real algebraic geometry,Mathematics,Matrix coefficient
Conference
ISSN
Citations 
PageRank 
0743-1546
1
0.39
References 
Authors
6
2
Name
Order
Citations
PageRank
Marc Jungers116322.01
Cristian Oară28220.11