Rosenbrock Methods for Solving Riccati Differential Equations
From MaRDI portal
Publication:5353413
DOI10.1109/TAC.2013.2258495zbMath1369.65088OpenAlexW2074235022WikidataQ115224032 ScholiaQ115224032MaRDI QIDQ5353413
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2013.2258495
Related Items (27)
Numerical low-rank approximation of matrix differential equations ⋮ The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach ⋮ Adaptive high-order splitting schemes for large-scale differential Riccati equations ⋮ Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems ⋮ Fractional BDF methods for solving fractional differential matrix equations ⋮ Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method ⋮ Positivity preserving exponential integrators for differential Riccati equations ⋮ The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients ⋮ Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations ⋮ The Stochastic LQR Optimal Control with Fractional Brownian Motion ⋮ Fourier-splitting method for solving hyperbolic LQR problems ⋮ Analysis of Krylov subspace approximation to large-scale differential Riccati equations ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Solving matrix equations on multi-core and many-core architectures ⋮ Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces ⋮ GPU acceleration of splitting schemes applied to differential matrix equations ⋮ Solution formulas for differential Sylvester and Lyapunov equations ⋮ Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations ⋮ Solving differential Riccati equations: a nonlinear space-time method using tensor trains ⋮ Balanced truncation model reduction for linear time-varying systems ⋮ Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations ⋮ Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators ⋮ Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey ⋮ On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
This page was built for publication: Rosenbrock Methods for Solving Riccati Differential Equations
