Projection methods for rational Riccati equations arising in stochastic optimal control

DOI10.4310/AMSA.2019.V4.N2.A1MaRDI QIDQ2008379zbMATH OpenOpenAlexWikidataFDO

Authors H.-Y. Fan, Eric King-wah Chu, Liping Zhang

Publication date 25 November 2019

Published in Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/amsa.2019.v4.n2.a1

zbMATH Keywords

Krylov subspaceprojection methodrational Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45) Stochastic systems in control theory (general) (93E03)

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Cited in

(1)

• Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control

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