Newton's method for a rational matrix equation occurring in stochastic control (Q5946176): Difference between revisions
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Revision as of 23:45, 4 March 2024
scientific article; zbMATH DE number 1658466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Newton's method for a rational matrix equation occurring in stochastic control |
scientific article; zbMATH DE number 1658466 |
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Newton's method for a rational matrix equation occurring in stochastic control (English)
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14 October 2001
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The paper deals with a general class of rational matrix equations containing the continuous and discrete Riccati equations. The authors present a unifying framework for analysis of this class of equations based on theory of resolvent positive operators. Solvability starting at an arbitrary stabilizing matrix is shown.
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stochastic control
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Newton method
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positive operators
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concave operators
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rational matrix equations
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Riccati equations
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resolvent positive operators
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