A note on positive definite solution of matrix equation X+M^X^-1M-N^X^-1N=1

DOI10.1080/03081087.2015.1068267MaRDI QIDQ2805680zbMATH OpenOpenAlexFDO

Authors Guan-Lin Zhang

Publication date 12 May 2016

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03081087.2015.1068267

zbMATH Keywords

stochastic controlnonlinear matrix equationpositive definite solutionsstochastic algebraic Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cites work

• Positive definite solution of a class of nonlinear matrix equation

Cited in

(3)

• Solution of a class of cross-coupled nonlinear matrix equations
• On the matrix equation \(X+A^\ast X^{-1} A-B^\ast C^{-1} B=I\)
• On the convergence of the ordered roots of a sequence of determinantal equations

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