Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations

DOI10.1016/J.AMC.2018.11.025MaRDI QIDQ2008525zbMATH OpenOpenAlexFDO

Authors Jinrui Guan

Publication date 26 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2018.11.025

zbMATH Keywords

ALI iteration methodM-matrix algebraic Riccati equationminimal nonnegative solutionNewton method

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Recommendations

• A modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equation
• New alternately linearized implicit iteration for M-matrix algebraic Riccati equations
• A novel linear iteration method for M-matrix algebraic Riccati equations
• A new iteration method for M-matrix algebraic Riccati equations
• scientific article; zbMATH DE number 6831862

Cites work

• A new two-phase structure-preserving doubling algorithm for critically singular \(M\)-matrix algebraic Riccati equations.
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
• Alternating-directional doubling algorithm for M-matrix algebraic Riccati equations
• An algebraic Riccati equation approach to \(H^{\infty}\) optimization
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• New alternately linearized implicit iteration for M-matrix algebraic Riccati equations
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Numerical solution of algebraic Riccati equations.
• On algebraic Riccati equations associated with \(M\)-matrices
• On algebraic Riccati equations associated with regular singular \(M\)-matrices
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory

Cited in

(15)

• Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems
• A class of fixed point iteration for the coupled algebraic Riccati equation
• Two-parameters numerical methods of the non-symmetric algebraic Riccati equation
• Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control
• scientific article; zbMATH DE number 6831862 (Why is no real title available?)
• A modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equation
• A new iteration method for M-matrix algebraic Riccati equations
• A novel linear iteration method for M-matrix algebraic Riccati equations
• New alternately linearized implicit iteration for M-matrix algebraic Riccati equations
• A modified iterative method for solving the non-symmetric coupled algebraic Riccati equation
• A generalized ALI iteration method for nonsymmetric algebraic Riccati equations
• Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation YAY-YB-CY+D=0
• Iterative algorithms based on weight splitting to solve Riccati matrix equation XDX - XC - BX + A = 0
• Modified alternately linearized implicit iteration methods for nonsymmetric coupled algebraic Riccati equation
• Accurate numerical solution for shifted M-matrix algebraic Riccati equations

This page was built for publication: Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2008525)