메뉴 건너뛰기




Volumn 426, Issue 2-3, 2007, Pages 636-649

A new class of nonsymmetric algebraic Riccati equations

Author keywords

Doubling algorithm; H matrix; Nash equilibrium; Newton's method; Nonsymmetric algebraic Riccati equation; Stabilizing solution

Indexed keywords

GAME THEORY; NEWTON-RAPHSON METHOD; PROBLEM SOLVING;

EID: 34547917632     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2007.05.044     Document Type: Article
Times cited : (40)

References (23)
  • 1
    • 0017997492 scopus 로고
    • Second-order convergent algorithms for the steady-state Riccati equation
    • Anderson B.D.O. Second-order convergent algorithms for the steady-state Riccati equation. Internat. J. Control 28 (1978) 295-306
    • (1978) Internat. J. Control , vol.28 , pp. 295-306
    • Anderson, B.D.O.1
  • 2
    • 11144229436 scopus 로고    scopus 로고
    • Iterative solution of algebraic matrix Riccati equations in open loop Nash games
    • Azevedo-Perdicoúlis T.P., and Jank G. Iterative solution of algebraic matrix Riccati equations in open loop Nash games. Internat. J. Robust Nonlinear Control 15 (2005) 55-62
    • (2005) Internat. J. Robust Nonlinear Control , vol.15 , pp. 55-62
    • Azevedo-Perdicoúlis, T.P.1    Jank, G.2
  • 4
    • 31444434972 scopus 로고    scopus 로고
    • On the solution of algebraic Riccati equations arising in fluid queues
    • Bini D.A., Iannazzo B., Latouche G., and Meini B. On the solution of algebraic Riccati equations arising in fluid queues. Linear Algebra Appl. 413 (2006) 474-494
    • (2006) Linear Algebra Appl. , vol.413 , pp. 474-494
    • Bini, D.A.1    Iannazzo, B.2    Latouche, G.3    Meini, B.4
  • 5
    • 84867958757 scopus 로고    scopus 로고
    • Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces
    • Damm T., and Hinrichsen D. Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces. Linear Algebra Appl. 363 (2003) 43-64
    • (2003) Linear Algebra Appl. , vol.363 , pp. 43-64
    • Damm, T.1    Hinrichsen, D.2
  • 6
    • 0032065686 scopus 로고    scopus 로고
    • On the open-loop Nash equilibrium in LQ-games
    • Engwerda J.C. On the open-loop Nash equilibrium in LQ-games. J. Econom. Dynam. Control 22 (1998) 729-762
    • (1998) J. Econom. Dynam. Control , vol.22 , pp. 729-762
    • Engwerda, J.C.1
  • 7
    • 0038597347 scopus 로고    scopus 로고
    • Computational aspects of the open-loop Nash equilibrium in linear quadratic games
    • Engwerda J.C. Computational aspects of the open-loop Nash equilibrium in linear quadratic games. J. Econom. Dynam. Control 22 (1998) 1487-1506
    • (1998) J. Econom. Dynam. Control , vol.22 , pp. 1487-1506
    • Engwerda, J.C.1
  • 8
    • 0013558616 scopus 로고
    • Note on M-matrices
    • Fan K. Note on M-matrices. Quart. J. Math. Oxford 11 2 (1960) 43-49
    • (1960) Quart. J. Math. Oxford , vol.11 , Issue.2 , pp. 43-49
    • Fan, K.1
  • 9
    • 0036060733 scopus 로고    scopus 로고
    • Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
    • Guo C.-H. Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices. SIAM J. Matrix Anal. Appl. 23 (2001) 225-242
    • (2001) SIAM J. Matrix Anal. Appl. , vol.23 , pp. 225-242
    • Guo, C.-H.1
  • 10
    • 85015357465 scopus 로고    scopus 로고
    • A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
    • Guo C.-H. A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation. Linear Algebra Appl. 357 (2002) 299-302
    • (2002) Linear Algebra Appl. , vol.357 , pp. 299-302
    • Guo, C.-H.1
  • 11
    • 33646099380 scopus 로고    scopus 로고
    • Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
    • Guo C.-H. Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models. J. Comput. Appl. Math. 192 (2006) 353-373
    • (2006) J. Comput. Appl. Math. , vol.192 , pp. 353-373
    • Guo, C.-H.1
  • 12
    • 34547893797 scopus 로고    scopus 로고
    • Iterative solution of a nonsymmetric algebraic Riccati equation
    • Guo C.-H., and Higham N.J. Iterative solution of a nonsymmetric algebraic Riccati equation. SIAM J. Matrix Anal. Appl. 29 (2007) 396-412
    • (2007) SIAM J. Matrix Anal. Appl. , vol.29 , pp. 396-412
    • Guo, C.-H.1    Higham, N.J.2
  • 13
    • 34547855082 scopus 로고    scopus 로고
    • C.-H. Guo, B. Iannazzo, B. Meini, On the doubling algorithm for a (shifted) nonsymmetric algebraic Riccati equation, SIAM J. Matrix Anal. Appl., in press.
  • 14
    • 0041410017 scopus 로고    scopus 로고
    • On the iterative solution of a class of nonsymmetric algebraic Riccati equations
    • Guo C.-H., and Laub A.J. On the iterative solution of a class of nonsymmetric algebraic Riccati equations. SIAM J. Matrix Anal. Appl. 22 (2000) 376-391
    • (2000) SIAM J. Matrix Anal. Appl. , vol.22 , pp. 376-391
    • Guo, C.-H.1    Laub, A.J.2
  • 15
    • 18344372422 scopus 로고    scopus 로고
    • On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation
    • Guo X.-X., and Bai Z.-Z. On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation. J. Comput. Math. 23 (2005) 305-320
    • (2005) J. Comput. Math. , vol.23 , pp. 305-320
    • Guo, X.-X.1    Bai, Z.-Z.2
  • 16
    • 33646491411 scopus 로고    scopus 로고
    • A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
    • Guo X.-X., Lin W.-W., and Xu S.-F. A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation. Numer. Math. 103 (2006) 393-412
    • (2006) Numer. Math. , vol.103 , pp. 393-412
    • Guo, X.-X.1    Lin, W.-W.2    Xu, S.-F.3
  • 17
    • 21844486150 scopus 로고
    • Existence of algebraic matrix Riccati equations arising in transport theory
    • Juang J. Existence of algebraic matrix Riccati equations arising in transport theory. Linear Algebra Appl. 230 (1995) 89-100
    • (1995) Linear Algebra Appl. , vol.230 , pp. 89-100
    • Juang, J.1
  • 18
    • 0032217347 scopus 로고    scopus 로고
    • Nonsymmetric algebraic Riccati equations and Hamiltonian-like matrices
    • Juang J., and Lin W.-W. Nonsymmetric algebraic Riccati equations and Hamiltonian-like matrices. SIAM J. Matrix Anal. Appl. 20 (1998) 228-243
    • (1998) SIAM J. Matrix Anal. Appl. , vol.20 , pp. 228-243
    • Juang, J.1    Lin, W.-W.2
  • 20
    • 3943084798 scopus 로고    scopus 로고
    • Some properties on Schur complements of H-matrices and diagonally dominant matrices
    • Liu J., and Huang Y. Some properties on Schur complements of H-matrices and diagonally dominant matrices. Linear Algebra Appl. 389 (2004) 365-380
    • (2004) Linear Algebra Appl. , vol.389 , pp. 365-380
    • Liu, J.1    Huang, Y.2
  • 21
    • 0016896171 scopus 로고
    • The matrix equation AZ + B - ZCZ - ZD = 0
    • Meyer H.-B. The matrix equation AZ + B - ZCZ - ZD = 0. SIAM J. Appl. Math. 30 (1976) 136-142
    • (1976) SIAM J. Appl. Math. , vol.30 , pp. 136-142
    • Meyer, H.-B.1
  • 22
    • 0000860220 scopus 로고
    • Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
    • Rogers L.C.G. Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains. Ann. Appl. Probab. 4 (1994) 390-413
    • (1994) Ann. Appl. Probab. , vol.4 , pp. 390-413
    • Rogers, L.C.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.