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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