3 papers
math.OC2022
Inheritance properties of the conjugate discrete-time algebraic Riccati equation
Chun-Yueh Chiang, Hung-Yuan Fan
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems…
math.NA2022
On the maximal solution of the conjugate discrete-time algebraic Riccati equation
Hung-Yuan Fan, Chun-Yueh Chiang
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems…
math.OC2021
The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
Chun-Yueh Chiang
The discrete-time algebraic Riccati equation (DARE) have extensive applications in optimal control problems. We provide new theoretical supports to the stability properties of solu…