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

zbMATH Open1289.65117MaRDI QIDQ5398486FDOQ5398486

Authors: Shousheng Zhu, Kaiyuan Zhang 

Publication date: 28 February 2014

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• scientific article; zbMATH DE number 1893721

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)

Cited In (3)

• 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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