Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem
We study a system of infinitely many Riccati equations that arise from a cumulant control problem, which is a generalization of regulator problems, risk-sensitive controls, minimal cost variance controls, and k-cumulant controls. We obtain estimates for the existence intervals of solutions of the sy...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2011/319375 |
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| _version_ | 1850157268914405376 |
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| author | Stanley R. Liberty Libin Mou |
| author_facet | Stanley R. Liberty Libin Mou |
| author_sort | Stanley R. Liberty |
| collection | DOAJ |
| description | We study a system of infinitely many Riccati equations that arise from a cumulant control problem, which is a generalization of regulator problems, risk-sensitive controls, minimal cost variance controls, and k-cumulant controls. We obtain estimates for the existence intervals of solutions of the system. In particular, new existence conditions are derived for solutions on the horizon of the cumulant control problem. |
| format | Article |
| id | doaj-art-3a06a6c5ce3b4c3ba3715031345f75cc |
| institution | OA Journals |
| issn | 1687-9643 1687-9651 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Differential Equations |
| spelling | doaj-art-3a06a6c5ce3b4c3ba3715031345f75cc2025-08-20T02:24:14ZengWileyInternational Journal of Differential Equations1687-96431687-96512011-01-01201110.1155/2011/319375319375Existence of Solutions of a Riccati Differential System from a General Cumulant Control ProblemStanley R. Liberty0Libin Mou1Department of Electrical & Computer Engineering, Kettering University, Flint, MI 48504, USADepartment of Mathematics, Bradley University, Peoria, IL 61625, USAWe study a system of infinitely many Riccati equations that arise from a cumulant control problem, which is a generalization of regulator problems, risk-sensitive controls, minimal cost variance controls, and k-cumulant controls. We obtain estimates for the existence intervals of solutions of the system. In particular, new existence conditions are derived for solutions on the horizon of the cumulant control problem.http://dx.doi.org/10.1155/2011/319375 |
| spellingShingle | Stanley R. Liberty Libin Mou Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem International Journal of Differential Equations |
| title | Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem |
| title_full | Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem |
| title_fullStr | Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem |
| title_full_unstemmed | Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem |
| title_short | Existence of Solutions of a Riccati Differential System from a General Cumulant Control Problem |
| title_sort | existence of solutions of a riccati differential system from a general cumulant control problem |
| url | http://dx.doi.org/10.1155/2011/319375 |
| work_keys_str_mv | AT stanleyrliberty existenceofsolutionsofariccatidifferentialsystemfromageneralcumulantcontrolproblem AT libinmou existenceofsolutionsofariccatidifferentialsystemfromageneralcumulantcontrolproblem |