On some iterations for optimal control of jump linear equations
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Publication:2378824
DOI10.1016/j.na.2007.10.034zbMath1162.65020OpenAlexW2043355040MaRDI QIDQ2378824
Publication date: 14 January 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.2007.10.034
convergence accelerationnumerical experimentsoptimal control problemcoupled algebraic Riccati equationpositive semidefinite matrixjump linear systemsRiccati methodLyapunov iterations, Newton's method
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