✦ LIBER ✦
173 A descriptor approach to the solution of the one-block discrete time distance problem: M.M. Al-Husari, I.M. Jaimoukha, D.J.N. Limebeer, pp 759–762
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 111 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0967-0661
No coin nor oath required. For personal study only.
✦ Synopsis
537
state space of the Mafltov chain is assumed to be infinitely countable and the omt functional to be mirdmiz~l is the infinite time horizon quadratic cost. It is shown that this optimization preblem is equivalent to the mlution of an infinity mumal~ set of coupled algebraic Riccai equstiom (1CARE). S~fi~mt caadilions for the existonce and uaiqnenesa of a pmitive semidefmite stabilizable solution to the ICARE are presemed. These conditions are stated in terms of the concepts of stochastic stabilizabiIity and stochastic d~'ty.