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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.OC2021
An efficient iteration for the extremal solutions of discrete-time algebraic Riccati equations
Chun-Yueh Chiang, Hung-Yuan Fan
Algebraic Riccati equations (AREs) have been extensively applicable in linear optimal control problems and many efficient numerical methods were developed. The most attention of nu…
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…