Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control (Q2841911): Difference between revisions

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+W2069027429
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+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
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+Newton's method for a rational matrix equation occurring in stochastic control
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+Solutions for the linear-quadratic control problem of Markov jump linear systems
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+A new approach to lineary perturbed Riccati equations arising in stochastic control
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+Lyapunov iterations for optimal control of jump linear systems at steady state
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+Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
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+On some iterations for optimal control of jump linear equations
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+Frobenius Theory of Positive Operators: Comparison Theorems and Applications
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+Stability of stochastic systems with uncertain time delays
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+On a Matrix Riccati Equation of Stochastic Control
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+Publication:2841911