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Perturbation analysis and condition numbers of rational Riccati equations - MaRDI portal

Perturbation analysis and condition numbers of rational Riccati equations (Q2046717)

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scientific article; zbMATH DE number 7383101
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Perturbation analysis and condition numbers of rational Riccati equations
scientific article; zbMATH DE number 7383101

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    Perturbation analysis and condition numbers of rational Riccati equations (English)
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    18 August 2021
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    rational Riccati equation
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    perturbation bound
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    mixed condition number
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    componentwise perturbation analysis
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    stochastic optimal control
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