On the convergence of the accelerated Riccati iteration method (Q5133416)

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scientific article; zbMATH DE number 7274404
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On the convergence of the accelerated Riccati iteration method
scientific article; zbMATH DE number 7274404

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    On the convergence of the accelerated Riccati iteration method (English)
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    13 November 2020
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    algebraic Riccati equation
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    Markovian jump linear system
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    accelerated iteration method
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    rate of convergence
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    positive semidefinite solution
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