An iterative method for different constrained solutions of a two-variable Riccati matrix equation

MaRDI QIDQ5398486zbMATH OpenFDO

Authors Shousheng Zhu, Kaiyuan Zhang

Publication date 28 February 2014

zbMATH Keywords

numerical examplesNash equilibriumconjugate gradient methoditerative methodNewton's methodRiccati matrix equationleast-squares solutionsdifferent constrained solutions

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

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• An iterative method to find symmetric solutions of a two-variable Riccati matrix equation
• A double iterative algorithm for heterogeneous constrained solutions of a discrete time algebraic Riccati matrix equation
• An iterative method of finding symmetric solutions to a class of two-variable Riccati matrix equations

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