A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems (Q5107798)

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scientific article; zbMATH DE number 7194367
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A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
scientific article; zbMATH DE number 7194367

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    A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems (English)
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    28 April 2020
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    algebraic Riccati equation
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    Lyapunov equation
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    alternating direction implicit
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    rational Krylov subspaces
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    Newton's method
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