Properties of the solutions of rational matrix difference equations
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Cites work
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- A comparison theorem for matrix Riccati difference equations
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(31)- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- On the Matrix EquationX = Q − S∗X†S
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- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- A comparison theorem for matrix Riccati difference equations
- Theorems of existence, convergence and comparison for generalized Riccati matrix equations
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