A note on positive definite solution of matrix equation \(X+M^{\ast}X^{-1}M-N^{\ast}X^{-1}N=1\) (Q2805680)
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scientific article; zbMATH DE number 6580014
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| 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)
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12 May 2016
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nonlinear matrix equation
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stochastic control
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positive definite solutions
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stochastic algebraic Riccati equation
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0.8804238438606262
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0.8633622527122498
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0.8485494256019592
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0.844184160232544
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