Perturbation analysis of the stochastic algebraic Riccati equation

DOI10.1186/1029-242X-2013-580zbMath1291.15037WikidataQ59298722 ScholiaQ59298722MaRDI QIDQ2249061

Chun-Yueh Chiang, Hung-Yuan Fan, Hsin-An Chen, Matthew M. Lin

Publication date: 8 July 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

condition numberperturbation boundBrouwer fixed-point theoremstochastic algebraic Riccati equations

Mathematics Subject Classification ID

Fixed-point theorems (47H10) Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Perturbations of nonlinear operators (47H14)

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Cites Work

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