Riccati equation
Concept
Equations used in LQR and its generalizations to update matrices and gains, crucial for deriving optimal control policies and costs.
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Videos Mentioning Riccati equation
Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 7: Dynamic Programming
Stanford Online
Recursive equations for matrices used in solving dynamic programming problems, particularly for LQR. The spelling is emphasized.
AStanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 8: Nonlinearity
Stanford Online
Equations used in LQR and its generalizations to update matrices and gains, crucial for deriving optimal control policies and costs.