A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations

DOI10.1137/0732022zbMath0857.65047OpenAlexW1977847708MaRDI QIDQ4835059

Chunming Wang, I. G. Rosen

Publication date: 9 March 1997

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0732022

zbMATH Keywords

convergencenumerical examplesmultigrid methodmultilevel methodalgebraic Riccati equationslinear-quadratic optimal control problemsoperator Lyapunov equationmatrix Lyapunov equationsNewton-Kleinman algorithmstability theory for linear systems

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20)

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