Numerical solutions of the algebraic matrix Riccati equation

Journal of Economic Dynamics and Control

Volumn 21, Issue 2-3, 1997, Pages 363-369

  Amman, Hans M ^a   Neudecker, Heinz ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Algebraic matrix Riccati equation; Equilibrium solution; Newton numerical solution method

Indexed keywords

EID: 0031065877     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(96)00936-0     Document Type: Article

References (14)

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