Projection methods for rational Riccati equations arising in stochastic optimal control

DOI10.4310/AMSA.2019.v4.n2.a1zbMath1437.65023OpenAlexW2978259671WikidataQ127179675 ScholiaQ127179675MaRDI QIDQ2008379

Hung-Yuan Fan, Eric King-Wah Chu, Li-Ping Zhang

Publication date: 25 November 2019

Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/amsa.2019.v4.n2.a1

zbMATH Keywords

projection methodKrylov subspacerational Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Stochastic systems in control theory (general) (93E03) Numerical methods for matrix equations (65F45)

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