Perturbation analysis of the stochastic algebraic Riccati equation (Q2249061)
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scientific article
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English | Perturbation analysis of the stochastic algebraic Riccati equation |
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Perturbation analysis of the stochastic algebraic Riccati equation (English)
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8 July 2014
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Brouwer fixed-point theorem
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perturbation bound
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stochastic algebraic Riccati equations
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condition number
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