Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations (Q777038)
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scientific article; zbMATH DE number 7219848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations |
scientific article; zbMATH DE number 7219848 |
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Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations (English)
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13 July 2020
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algebraic Riccati equation
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Markov modulated Brownian motion
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minimal nonnegative solution
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doubling algorithm
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