Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
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Publication:2371405
DOI10.1016/j.amc.2006.09.100zbMath1118.65048MaRDI QIDQ2371405
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
convergence; quadratic convergence; alternating direction implicit method; Newton-Kantorovich theorem; fixed point algorithm; linear-quadratic differential games
65H10: Numerical computation of solutions to systems of equations
91A23: Differential games (aspects of game theory)
15A24: Matrix equations and identities
34A30: Linear ordinary differential equations and systems
65L05: Numerical methods for initial value problems involving ordinary differential equations
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