Overview
- Only book in which a large part investigates non-symmetric, coupled and generalized matrix Riccati equations occuring in optimal control and dynamic games problems
- Suitable for graduate or postgraduate courses in applied mathematics, optimal or stochastic control theory, and dynamic differential games
Part of the book series: Systems & Control: Foundations & Applications (SCFA)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
Keywords
About this book
The aim of the book is to present the state of the art of the theory of symmetric (Hermitian) matrix Riccati equations and to contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach.
The book is intended to make available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.
Reviews
"In summary, this is a very well written and extremely useful book. It should be included in the library of everybody working on Ricatti equations, and in all areas of control, signals, and systems…. [It] will be a standard reference book in this area in the future."
—SIAM Review
Authors and Affiliations
Bibliographic Information
Book Title: Matrix Riccati Equations in Control and Systems Theory
Authors: Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
Series Title: Systems & Control: Foundations & Applications
DOI: https://doi.org/10.1007/978-3-0348-8081-7
Publisher: Birkhäuser Basel
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eBook Packages: Springer Book Archive
Copyright Information: Springer Basel AG 2003
Hardcover ISBN: 978-3-7643-0085-2Published: 24 July 2003
Softcover ISBN: 978-3-0348-9432-6Published: 21 October 2012
eBook ISBN: 978-3-0348-8081-7Published: 06 December 2012
Series ISSN: 2324-9749
Series E-ISSN: 2324-9757
Edition Number: 1
Number of Pages: XX, 572
Topics: Systems Theory, Control, Science, Humanities and Social Sciences, multidisciplinary, Popular Science in Education, Operator Theory, Ordinary Differential Equations, Game Theory, Economics, Social and Behav. Sciences