A new class of nonsymmetric algebraic Riccati equations

DOI10.1016/j.laa.2007.05.044zbMath1125.15015OpenAlexW2171413912MaRDI QIDQ996317

Chun-Hua Guo

Publication date: 14 September 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2007.05.044

zbMATH Keywords

Newton's methodNash equilibriumdifferential gamefixed-point iterationH-matrixSchur methodnonsymmetric algebraic Riccati equationstabilizing solutiondoubling algorithm

Mathematics Subject Classification ID

Related Items (19)

A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix ⋮ Condition number and backward errors of nonsymmetric algebraic Riccati equation ⋮ A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations ⋮ Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling ⋮ Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model ⋮ Nonsymmetric Algebraic Riccati Equations under the Tensor Product ⋮ Numerical solutions of quaternionic Riccati equations ⋮ Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation ⋮ Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory ⋮ Two kinds of condition numbers for the quadratic matrix equation ⋮ Convergence Rates of a Class of Predictor-Corrector Iterations for the Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory ⋮ A new two‐phase structure‐preserving doubling algorithm for critically singular M‐matrix algebraic Riccati equations ⋮ Transforming algebraic Riccati equations into unilateral quadratic matrix equations ⋮ Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations ⋮ A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case ⋮ The open-loop linear quadratic differential game for index one descriptor systems ⋮ Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations ⋮ \textit{QN}-tensor and tensor complementarity problem

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