Stein iterations for the coupled discrete-time Riccati equations

DOI10.1016/j.na.2009.06.025zbMath1190.65066OpenAlexW1982333042MaRDI QIDQ1044505

Ivan Ganchev Ivanov

Publication date: 18 December 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.06.025

zbMATH Keywords

algorithmnumerical exampleiterative methodRiccati matrix equationquadratic optimal control problemsStein matrix equationMarkovian jump linear systempositive definite solutiondiscrete-time Riccati equations

Mathematics Subject Classification ID

Related Items (5)

On the iterative method for the system of nonlinear matrix equations ⋮ A new iteration to coupled discrete-time generalized Riccati equations ⋮ Iterative algorithm for solving a system of nonlinear matrix equations ⋮ New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation ⋮ Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations

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• Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations

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