New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations

DOI10.1016/j.jfranklin.2018.09.027zbMath1402.93257OpenAlexW2894685135WikidataQ129150452 ScholiaQ129150452MaRDI QIDQ1622209

Y. Aharonov

Publication date: 19 November 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.09.027

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Numerical solutions to stochastic differential and integral equations (65C30) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (5)

A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ New results of the IO iteration algorithm for solving Sylvester matrix equation ⋮ Cyclic gradient based iterative algorithm for a class of generalized coupled Sylvester-conjugate matrix equations ⋮ Parametric Smith iterative algorithms for discrete Lyapunov matrix equations ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations

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