Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control (Q2841911)
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scientific article; zbMATH DE number 6192762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control |
scientific article; zbMATH DE number 6192762 |
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Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control (English)
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30 July 2013
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convergence rate
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coupled algebraic Riccati equations
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iterative methods
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linearly perturbed Riccati equation
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optimal control
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Markov jump linear system
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matrix equation
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Lyapunov iteration
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0.93906146
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0.9271097
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0.9230851
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0.9099821
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0.9054543
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