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 (Q2805680)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article |
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
