Perturbation analysis of the stochastic algebraic Riccati equation (Q2249061)
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scientific article; zbMATH DE number 6314061
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| English | Perturbation analysis of the stochastic algebraic Riccati equation |
scientific article; zbMATH DE number 6314061 |
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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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0.8787013292312622
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0.8675037622451782
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0.8657991886138916
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0.8649712204933167
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