| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 694506 | Acta Automatica Sinica | 2009 | 5 Pages |
Abstract
The asymptotic analysis method is applied to the infinite horizon discrete-time indefinite stochastic LQ problem. This paper carries out the research on the basis of the results of its finite horizon counterpart and the mean-square stabilizing assumption. Properties of the solutions to the generalized algebraic Riccati equation (GARE) are also considered. Finally, two examples are provided to justify the developed theory.
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