ISC: an RADI-type method for stochastic continuous-time algebraic Riccati equations

zbMatharXiv:2403.02940MaRDI QIDQ6524709

Xin Liang, Zhen-Chen Guo

Publication date: 1 January 1

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

This page was built for publication: ISC: an RADI-type method for stochastic continuous-time algebraic Riccati equations