Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control (Q2841911)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control |
scientific article |
Statements
Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control (English)
0 references
30 July 2013
0 references
convergence rate
0 references
coupled algebraic Riccati equations
0 references
iterative methods
0 references
linearly perturbed Riccati equation
0 references
optimal control
0 references
Markov jump linear system
0 references
matrix equation
0 references
Lyapunov iteration
0 references
