Projection methods for rational Riccati equations arising in stochastic optimal control (Q2008379)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection methods for rational Riccati equations arising in stochastic optimal control |
scientific article |
Statements
Projection methods for rational Riccati equations arising in stochastic optimal control (English)
0 references
25 November 2019
0 references
Krylov subspace
0 references
projection method
0 references
rational Riccati equation
0 references
