178 Direct performance optimization using Laguerre models: P.R. Bélanger, O. Arafat, M. Gaber, S. Gendron, D. Vurgait-Cherson, pp 787–790

• Book ID: 103988277
• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 228 KB
• Volume: 2
• Category: Article
• ISSN: 0967-0661
• DOI: 10.1016/0967-0661(94)90967-9

✦ 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.