Effects of a parameter on a nonsymmetric algebraic Riccati equation (Q2369220)
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English | Effects of a parameter on a nonsymmetric algebraic Riccati equation |
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Effects of a parameter on a nonsymmetric algebraic Riccati equation (English)
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28 April 2006
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The authors consider the nonsymmetric algebraic Riccati equation (arising in transport theory) \(XCX-XE-AX+B=0\) with special form of the \(n\times n\)-matrices \(A\), \(B\), \(C\), \(E\). They study the effect of a parameter \(\alpha\) on the minimal positive solution \(X^*(\alpha )\) and show that \(X^*(\alpha )\) decreases in \(\alpha\) only if \(\alpha\) is close to \(1\) and \(X^*(\alpha )\) cannot attain its minimum for \(\alpha \in [0,1)\). They give a matrix lower and upper bound for \(X^*(\alpha )\).
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nonsymmetric algebraic Riccati equation
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\(M\)-matrices
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minimal positive solution
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