A note on the exponential stability of a matrix Riccati equation of stochastic control.
Jerzy ZabczykPublished in: Kybernetika (1975)
Keyphrases
- exponential stability
- hopfield neural network
- stochastic control
- sufficient conditions
- differential equations
- brownian motion
- optimal control
- control problems
- cellular neural networks
- linear matrix inequality
- queueing systems
- hamilton jacobi
- operations management
- lyapunov function
- energy function
- neural network
- learning algorithm
- low rank
- dynamic programming