Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (Q2371405)

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Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
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    Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems (English)
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    4 July 2007
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    Newton-Kantorovich theorem
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    fixed point algorithm
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    alternating direction implicit method
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    linear-quadratic differential games
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    convergence
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    quadratic convergence
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