Positive definite solution of a class of nonlinear matrix equation (Q5495761)
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scientific article; zbMATH DE number 6326859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive definite solution of a class of nonlinear matrix equation |
scientific article; zbMATH DE number 6326859 |
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Positive definite solution of a class of nonlinear matrix equation (English)
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7 August 2014
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nonlinear matrix equation
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stochastic control
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positive definite solution
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iterative method
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stochastic algebraic Riccati equation
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error estimation
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numerical example
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