Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (Q2371405): Difference between revisions
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scientific article
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English | Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems |
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Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (English)
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4 July 2007
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Newton-Kantorovich theorem
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fixed point algorithm
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alternating direction implicit method
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linear-quadratic differential games
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convergence
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quadratic convergence
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