Numerical study on nonsymmetric algebraic Riccati equations

DOI10.1007/S00009-016-0786-5zbMATH Open1349.65170OpenAlexW2526691562MaRDI QIDQ346993FDOQ346993

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

Recommendations

• scientific article
• Two-parameters numerical methods of the non-symmetric algebraic Riccati equation
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations

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)

Cites Work

• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Existence of algebraic matrix Riccati equations arising in transport theory
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• On the iterative solution of a class of nonsymmetric algebraic Riccati equations
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix
• Title not available (Why is that?)
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Numerical solution of algebraic Riccati equations.
• A Schur method for solving algebraic Riccati equations
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations.
• On a Newton-Like Method for Solving Algebraic Riccati Equations
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• On the solution of algebraic Riccati equations arising in fluid queues
• On algebraic Riccati equations associated with \(M\)-matrices
• Alternating-directional doubling algorithm for \(M\)-matrix algebraic Riccati equations
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case
• Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations

Cited In (12)

• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• The King-Werner method for solving nonsymmetric algebraic Riccati equation
• Title not available (Why is that?)
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Nonsymmetric Algebraic Riccati Equations under the Tensor Product
• The shift techniques for a nonsymmetric algebraic Riccati equation
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• 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
• On algebraic Riccati equations associated with \(M\)-matrices
• Two-parameters numerical methods of the non-symmetric algebraic Riccati equation

This page was built for publication: Numerical study on nonsymmetric algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q346993)