Convergence Analysis for Splitting of the Abstract Differential Riccati Equation

DOI10.1137/130935501zbMath1405.65082OpenAlexW2042116764WikidataQ115246989 ScholiaQ115246989MaRDI QIDQ5245404

Tony Stillfjord, Eskil Hansen

Publication date: 8 April 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/4730126

zbMATH Keywords

splittingHilbert-Schmidt operatorsconvergence orderlow-rank approximationabstract differential Riccati equation

Mathematics Subject Classification ID

Operator-theoretic methods (93B28) Linear-quadratic optimal control problems (49N10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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