scientific article; zbMATH DE number 1893721
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Publication:4801283
zbMATH Open1020.65024MaRDI QIDQ4801283FDOQ4801283
Authors: Chun-Hua Guo
Publication date: 19 September 2003
Title of this publication is not available (Why is that?)
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convergenceeigenvaluesnumerical examplesiterative methodsmatrix Riccati equationNewton's methodmaximal Hermitian solution
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)
Cited In (26)
- An iterative procedure for solving the Riccati equation \(A_2R-RA_1 = A_3+RA_4R\)
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- On the convergence of the accelerated Riccati iteration method
- A quadratic bilinear equation arising from the quadratic dynamical system
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- Convergence rates of iterative solutions of algebraic matrix Riccati equations
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- An improved method for solving a system of discrete-time generalized Riccati equations
- Convergence analysis of some iterative methods for a nonlinear matrix equation
- Two iterative algorithms for stochastic algebraic Riccati matrix equations
- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- An iterative method for different constrained solutions of a two-variable Riccati matrix equation
- Analysis of an iteration method for the algebraic Riccati equation
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- Newton's method for a rational matrix equation occurring in stochastic control
- Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
- On some iterations for optimal control of jump linear equations
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
- Iterations for solving a rational Riccati equation arising in stochastic control
- Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
- Title not available (Why is that?)
- Title not available (Why is that?)
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