Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations
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Publication:3303991
DOI10.1137/19M1264217zbMath1452.65078arXiv1905.12119MaRDI QIDQ3303991
Gerhard Kirsten, Valeria Simoncini
Publication date: 5 August 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.12119
linear quadratic regulatorbackward differentiation formula methodslow-rank approximationsrational Krylov methoddifferential matrix Riccati equation
Matrix equations and identities (15A24) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for matrix equations (65F45)
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Cites Work
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