A note on positive definite solution of matrix equation \(X+M^{\ast}X^{-1}M-N^{\ast}X^{-1}N=1\) (Q2805680)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on positive definite solution of matrix equation X+M^X^-1M-N^X^-1N=1 |
scientific article; zbMATH DE number 6580014
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on positive definite solution of matrix equation \(X+M^{\ast}X^{-1}M-N^{\ast}X^{-1}N=1\) |
scientific article; zbMATH DE number 6580014 |
Statements
A note on positive definite solution of matrix equation<i>X</i>+<i>M</i><sup>*</sup><i>X</i><sup>–1</sup><i>M</i>–<i>N</i><sup>*</sup><i>X</i><sup>–1</sup><i>N</i>=1 (English)
0 references
12 May 2016
0 references
nonlinear matrix equation
0 references
stochastic control
0 references
positive definite solutions
0 references
stochastic algebraic Riccati equation
0 references
0.8804238438606262
0 references
0.8633622527122498
0 references
0.8485494256019592
0 references
0.844184160232544
0 references
