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- Yantao Feng, Brian D. O. Anderson, Michael Rotkowitz
- Automatica
- 2009

- Alexander Lanzon, Yantao Feng, Brian D. O. Anderson, Michael Rotkowitz
- IEEE Trans. Automat. Contr.
- 2008

An iterative algorithm to solve Algebraic Riccati Equations with an indefinite quadratic term is proposed. The global convergence and local quadratic rate of convergence of the algorithm are guaranteed and a proof is given. Numerical examples are also provided to demonstrate the superior effectiveness of the proposed algorithm when compared with methods… (More)

In this paper, an iterative algorithm to solve Algebraic Riccati Equations (ARE) arising from, for example, a standard H∞ control problem is proposed. By constructing two sequences of positive semidefinite matrices, we reduce an ARE with an indefinite quadratic term to a series of AREs with a negative semidefinite quadratic term which can be solved more… (More)

In this paper, an iterative algorithm to solve a special class of Hamilton-JacobiBellman-Isaacs (HJBI) equations is proposed. By constructing two series of nonnegative functions, we replace the problem of solving an HJBI equation by the problem of solving a sequence of Hamilton-Jacobi-Bellman (HJB) equations whose solutions can be approximated recursively… (More)

- Yantao Feng, Brian D. O. Anderson
- CDC
- 2008

An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The… (More)

- Yantao Feng, Brian D. O. Anderson
- Systems & Control Letters
- 2010

- Yantao Feng, Brian D. O. Anderson, Weitian Chen
- CDC
- 2009

- Yantao Feng, András Varga, Brian D. O. Anderson, Marco Lovera
- IEEE Trans. Automat. Contr.
- 2011

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