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.
| ISBN: | 9783034894326 |
| Publication date: | 21st October 2012 |
| Author: | Hisham AbouKandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank |
| Publisher: | Birkhauser an imprint of Birkhäuser Basel |
| Format: | Paperback |
| Pagination: | 572 pages |
| Series: | Systems & Control: Foundations & Applications |
| Genres: |
Cybernetics and systems theory Functional analysis and transforms Differential calculus and equations Game theory Interdisciplinary studies Education |
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.
Matrix Riccati Equations in Control and Systems Theory features in the following genres: Cybernetics and systems theory, Functional analysis and transforms, Differential calculus and equations, Game theory, Interdisciplinary studies, Education
Matrix Riccati Equations in Control and Systems Theory is available in Paperback, Hardback
Matrix Riccati Equations in Control and Systems Theory was written by Hisham AbouKandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank and published by Birkhauser an imprint of Birkhäuser Basel
Matrix Riccati Equations in Control and Systems Theory has 572 pages
Yes it is part of Systems & Control: Foundations & Applications series