On the numerical solution of large-scale sparse discrete-time Riccati equations (Q652581): Difference between revisions

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Latest revision as of 17:34, 4 July 2024

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On the numerical solution of large-scale sparse discrete-time Riccati equations
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    On the numerical solution of large-scale sparse discrete-time Riccati equations (English)
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    14 December 2011
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    Newton's method
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    Smith iteration
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    low-rank factor
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    large-scale discrete-time algebraic Riccati equations
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    linear-quadratic optimal control problems
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    parabolic partial differential equations
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    alternating-direction-implicit (ADI) iteration
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    Stein equations
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    numerical results
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