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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- Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
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
- Title not available (Why is that?)
- 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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