Iterations for solving a rational Riccati equation arising in stochastic control

Computers and Mathematics with Applications

Volumn 53, Issue 6, 2007, Pages 977-988

  Ivanov, Ivan Ganchev ^a  

^a Faculty of Economics and Business Administration   (Bulgaria)

Author keywords

Lyapunov equation; Newton method; Nonlinear matrix equation; Positive semidefinite solution; Pseudo inverse matrix; Rational matrix function

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MATRIX ALGEBRA; NEWTON-RAPHSON METHOD; NONLINEAR EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

LYAPUNOV EQUATIONS; NONLINEAR MATRIX EQUATIONS; POSITIVE SEMIDEFINITE SOLUTIONS; PSEUDO-INVERSE MATRIX; RATIONAL MATRIX FUNCTIONS;

RICCATI EQUATIONS;

EID: 34248390880     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2006.12.009     Document Type: Article

References (9)

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