Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models

Journal of Computational and Applied Mathematics

Volumn 192, Issue 2, 2006, Pages 353-373

  Guo, Chun Hua ^a  

^a UNIVERSITY OF REGINA   (Canada)

Author keywords

Latouche Ramaswami algorithm; M matrix; Minimal nonnegative solution; Nonsymmetric algebraic Riccati equation; Schur method

Indexed keywords

ALGEBRA; MARKOV PROCESSES; MATRIX ALGEBRA; NUMERICAL METHODS; RICCATI EQUATIONS;

LATOUCHE-RAMASWAMI ALGORITHM; M-MATRIX; MINIMAL NONNEGATIVE SOLUTION; NONSYMMETRIC ALGEBRAIC RICCATI EQUATION; SCHUR METHOD;

STOCHASTIC CONTROL SYSTEMS;

EID: 33646099380     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2005.05.012     Document Type: Article

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