On the Matrix Equation<i>X</i> = <i>Q</i> − <i>S</i>∗<i>X</i>†<i>S</i> (Q3444670)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Matrix Equation<i>X</i> = <i>Q</i> − <i>S</i>∗<i>X</i>†<i>S</i> |
scientific article |
Statements
On the Matrix Equation<i>X</i> = <i>Q</i> − <i>S</i>∗<i>X</i>†<i>S</i> (English)
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4 June 2007
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generalized algebraic Riccati equation
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pseudoinverse
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quadratic matrix equation
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Stein equation
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Schur complement
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linear quadratic stochastic control problems
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