On the numerical solution of large-scale sparse discrete-time Riccati equations
From MaRDI portal
Publication:652581
DOI10.1007/s10444-011-9174-7zbMath1230.65070MaRDI QIDQ652581
Peter Benner, Heike Fassbender
Publication date: 14 December 2011
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10444-011-9174-7
numerical results; Newton's method; parabolic partial differential equations; linear-quadratic optimal control problems; Smith iteration; Stein equations; alternating-direction-implicit (ADI) iteration; large-scale discrete-time algebraic Riccati equations; low-rank factor
65K10: Numerical optimization and variational techniques
49M15: Newton-type methods
15A24: Matrix equations and identities
49N10: Linear-quadratic optimal control problems
49J20: Existence theories for optimal control problems involving partial differential equations
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