Numerical study on nonsymmetric algebraic Riccati equations

DOI10.1007/S00009-016-0786-5MaRDI QIDQ346993zbMATH OpenOpenAlexFDO

Authors Huaize Lu, Changfeng Ma

Publication date 30 November 2016

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-016-0786-5

zbMATH Keywords

minimal nonnegative solutionnonsymmetric algebraic Riccati equationnumerical iteration methodsreducible singular \(M\)-matrixregular \(M\)-matrix

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

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Cites work

• scientific article; zbMATH DE number 2186564 (Why is no real title available?)
• A Schur method for solving 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
• A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix.
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• 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
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• Existence of algebraic matrix Riccati equations arising in transport theory
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Monotone convergence of Newton-like methods 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 a Newton-Like Method for Solving Algebraic Riccati Equations
• On algebraic Riccati equations associated with \(M\)-matrices
• On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations.
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• On the iterative solution of a class of nonsymmetric algebraic Riccati equations
• On the solution of algebraic Riccati equations arising in fluid queues
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations

Cited in

(22)

• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• A new class of complex nonsymmetric algebraic Riccati equations with its \(\omega \)-comparison matrix being an irreducible singular M-matrix
• Palindromic linearization and numerical solution of nonsymmetric algebraic \(T\)-Riccati equations
• Numerical methods for the minimal non-negative solution of the non-symmetric coupled algebraic Riccati equation
• The King-Werner method for solving nonsymmetric algebraic Riccati equation
• A parameterized class of complex nonsymmetric algebraic Riccati equations
• A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
• ALGORITHMS FOR THE RICCATI EQUATION WITH A NONSINGULAR M-MATRIX
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• A generalized ALI iteration method for nonsymmetric algebraic Riccati equations
• A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix.
• Nonsymmetric Algebraic Riccati Equations under the Tensor Product
• Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation \(YAY-YB-CY+D=0\)
• The shift techniques for a nonsymmetric algebraic Riccati equation
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• A nonsymmetric Nash-Riccati equation and decoupled schemes for a stabilizing solution
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
• A new alternately linearized implicit iteration method for solving nonsymmetric algebraic Riccati equations
• On algebraic Riccati equations associated with \(M\)-matrices
• Two-parameters numerical methods of the non-symmetric algebraic Riccati equation

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