A new class of nonsymmetric algebraic Riccati equations

DOI10.1016/J.LAA.2007.05.044zbMATH Open1125.15015OpenAlexW2171413912MaRDI QIDQ996317FDOQ996317

Authors: 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

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zbMATH Keywords

differential gameNash equilibriumNewton's methodfixed-point iterationH-matrixnonsymmetric algebraic Riccati equationstabilizing solutiondoubling algorithmSchur method

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)

Cites Work

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• Title not available (Why is that?)
• Existence of algebraic matrix Riccati equations arising in transport theory
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• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• On the solution of algebraic Riccati equations arising in fluid queues
• The Matrix Equation $AZ + B - ZCZ - ZD = 0$
• NOTE ON M-MATRICES
• On the open-loop Nash equilibrium in LQ-games
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• Computational aspects of the open-loop Nash equilibrium in linear quadratic games
• Second-order convergent algorithms for the steady-state Riccati equation†
• Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces
• Some properties on Schur complements of H-matrices and diagonally dominant matrices
• Iterative solution of algebraic matrix Riccati equations in open loop Nash games

Cited In (29)

• A new class of complex nonsymmetric algebraic Riccati equations with its \(\omega \)-comparison matrix being an irreducible singular M-matrix
• On the solution of the nonsymmetric T-Riccati equation
• A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
• Condition number and backward errors of nonsymmetric algebraic Riccati equation
• A new two-phase structure-preserving doubling algorithm for critically singular \(M\)-matrix algebraic Riccati equations.
• The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
• Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation
• Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model
• The open-loop linear quadratic differential game for index one descriptor systems
• Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces
• Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations
• Title not available (Why is that?)
• Nonsymmetric Algebraic Riccati Equations under the Tensor Product
• A nonsymmetric Nash-Riccati equation and decoupled schemes for a stabilizing solution
• On applications of Schauder's fixed-point theorem for the solution of the non-symmetric algebraic Riccati equation
• Two kinds of condition numbers for the quadratic matrix equation
• Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
• Numerical solutions of quaternionic Riccati equations
• Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory
• A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations
• A new algorithm for a nonsymmetric algebraic Riccati equation
• Convergence rates of a class of predictor-corrector iterations for the nonsymmetric algebraic Riccati equation arising in transport theory
• Iterative solution of algebraic matrix Riccati equations in open loop Nash games
• Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
• Title not available (Why is that?)
• Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
• Solving the scalar feedback Nash algebraic Riccati equations: an eigenvector approach
• \textit{QN}-tensor and tensor complementarity problem

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