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A fixed point-based BDF method for solving differential Riccati equations - MaRDI portal

A fixed point-based BDF method for solving differential Riccati equations (Q2372012)

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A fixed point-based BDF method for solving differential Riccati equations
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    A fixed point-based BDF method for solving differential Riccati equations (English)
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    10 July 2007
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    fixed point method
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    differential Riccati equations
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    backward differentiation formula methods
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    algebraic Riccati equation
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    numerical examples
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    Newton's method
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    Dieci method
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