Pages that link to "Item:Q2458700"

The following pages link to Iterations for solving a rational Riccati equation arising in stochastic control (Q2458700):

Displaying 12 items.

• On the solution of the linear matrix equation \(X = Af(X) B + C\) (Q278474) (← links)
• Convergence analysis of some iterative methods for a nonlinear matrix equation (Q521276) (← links)
• On some iterations for optimal control of jump linear equations (Q2378824) (← links)
• Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\) (Q2684625) (← links)
• Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations (Q2929516) (← links)
• A quadratic bilinear equation arising from the quadratic dynamical system (Q5069109) (← links)
• On the convergence of the accelerated Riccati iteration method (Q5133416) (← links)
• Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control (Q5251925) (← links)
• Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control (Q5963405) (← links)
• Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically (Q6066105) (← links)
• An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems (Q6138373) (← links)
• Open-loop and closed-loop Nash equilibria for the LQ stochastic difference game (Q6489258) (← links)