Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems

DOI10.1016/J.AMC.2006.09.100MaRDI QIDQ2371405zbMATH OpenOpenAlexFDO

Authors Hiroaki Mukaidani

Publication date 4 July 2007

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

Full work available at URL https://doi.org/10.1016/j.amc.2006.09.100

zbMATH Keywords

alternating direction implicit methodconvergencefixed point algorithmlinear-quadratic differential gamesNewton-Kantorovich theoremquadratic convergence

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Linear ordinary differential equations and systems (34A30) Numerical computation of solutions to systems of equations (65H10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Differential games (aspects of game theory) (91A23)

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Cites work

• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• A generalized ADI iterative method
• A Hessenberg-Schur method for the problem AX + XB= C
• A method for finding sharp error bounds for Newton's method under the Kantorovich assumptions
• A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
• Control strategies for large-scale power systems
• General transformation for block diagonalization of weakly coupled linear systems composed of n-subsystems
• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
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• scientific article; zbMATH DE number 2173950 (Why is no real title available?)
• Optimal control for large-scale systems: a recursive approach
• Recursive solution of linear-quadratic Nash games for weakly interconnected systems
• Robust equilibria in indefinite linear-quadratic differential games
• Singularly perturbed and weakly coupled linear control systems. A recursive approach

Cited in

(7)

• Soft-constrained stochastic Nash games for weakly coupled large-scale systems
• Iterative algorithm for solving a system of nonlinear matrix equations
• Nonzero-sum differential games of continuous-time nonlinear systems with uniformly ultimately \(\varepsilon\)-bounded by adaptive dynamic programming
• Solution of a class of cross-coupled nonlinear matrix equations
• Numerical computation for \(H_{\infty }\) output feedback control for strongly coupled large-scale systems
• Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
• On the iterative method for the system of nonlinear matrix equations

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