Perturbation analysis and condition numbers of rational Riccati equations

DOI10.4310/AMSA.2021.v6.n1.a2zbMath1471.15009OpenAlexW3146830706MaRDI QIDQ2046717

Peter Chang-Yi Weng, Frederick Kin Hing Phoa

Publication date: 18 August 2021

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

Full work available at URL: https://doi.org/10.4310/amsa.2021.v6.n1.a2

zbMATH Keywords

stochastic optimal controlperturbation boundrational Riccati equationcomponentwise perturbation analysismixed condition number

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Fixed-point theorems (47H10) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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