Newton's method for a rational matrix equation occurring in stochastic control

Linear Algebra and Its Applications

Volumn 332-334, Issue , 2001, Pages 81-109

  Damm, T ^a   Hinrichsen, D ^a  

^a UNIVERSITY OF BREMEN   (Germany)

Author keywords

05C50; 15A36; 15A42; Concave operators; Matrix equations; Newton's method; Positive operators; Stochastic control

Indexed keywords

EID: 0035426962     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(00)00144-0     Document Type: Article

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