On the numerical solution of large-scale sparse discrete-time Riccati equations (Q652581)
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scientific article; zbMATH DE number 5988503
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| English | On the numerical solution of large-scale sparse discrete-time Riccati equations |
scientific article; zbMATH DE number 5988503 |
Statements
On the numerical solution of large-scale sparse discrete-time Riccati equations (English)
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14 December 2011
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Newton's method
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Smith iteration
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low-rank factor
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large-scale discrete-time algebraic Riccati equations
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linear-quadratic optimal control problems
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parabolic partial differential equations
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alternating-direction-implicit (ADI) iteration
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Stein equations
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numerical results
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0.8681790828704834
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0.8595022559165955
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0.8443343043327332
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0.8393654823303223
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0.8389633297920227
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