An Inversion-Free Iterative Algorithm for Riccati Matrix Equations in Discrete-Time Markov Jump Systems (Q6076017)

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scientific article; zbMATH DE number 7740974
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An Inversion-Free Iterative Algorithm for Riccati Matrix Equations in Discrete-Time Markov Jump Systems
scientific article; zbMATH DE number 7740974

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    An Inversion-Free Iterative Algorithm for Riccati Matrix Equations in Discrete-Time Markov Jump Systems (English)
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    21 September 2023
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    convergence
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    discrete coupled Riccati matrix equation (DCRME)
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    inversion-free iteration
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