Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control (Q5963405): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11075-015-9991-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092275968 / rank | |||
Normal rank | |||
Latest revision as of 23:44, 19 March 2024
scientific article; zbMATH DE number 6543028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control |
scientific article; zbMATH DE number 6543028 |
Statements
Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control (English)
0 references
19 February 2016
0 references
algebraic Riccati equation
0 references
bilinear model order reduction
0 references
generalized Lyapunov equation
0 references
generalized Stein equation
0 references
large-scale problem
0 references
Newton's method
0 references
rational Riccati equation
0 references
Smith method
0 references
stochastic algebraic Riccati equation
0 references
stochastic optimal control
0 references
algorithm
0 references
computational complexity
0 references
convergence
0 references
error analysis
0 references
numerical example
0 references
