Title
Uniform Convergence of the Solutions of Riccati Equations for a Family of Optimal Control Problems
Abstract
The uniform convergence of the solutions of a parameterized family of Riccati differential equations which arise in the context of optimal control problems for systems described by a family of linear time-varying evolution equations is considered on the infinite time interval in Hilbert space. Some sufficient conditions and an illustrative example are given for uniform convergence of the solutions of a family of the Riccati differential equations. The uniform convergence of the solutions of the Riccati differential equations with respect to parameters is important for applications to problems in adaptive control of stochastic evolution systems.
Year
DOI
Venue
2020
10.1007/s11424-019-8062-y
Journal of Systems Science and Complexity
Keywords
DocType
Volume
Hilbert space, linear quadratic control problems, Riccati differential equations, time-varying evolution systems, uniform convergence
Journal
33
Issue
ISSN
Citations 
1
1559-7067
0
PageRank 
References 
Authors
0.34
0
1
Name
Order
Citations
PageRank
zhaoqiang1285.82