A perturbation analysis of stochastic matrix Riccati diffusions
نویسندگان
چکیده
منابع مشابه
Perturbation Analysis of Coupled Matrix Riccati Equations
Local and non local perturbation bounds for real continuous time coupled algebraic matrix Riccati equations are deriv ed using the technique of Ly apunov majorants and xed point principles Equations of this type arise in the robust analysis and design of linear control systems
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2020
ISSN: 0246-0203
DOI: 10.1214/19-aihp987