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scientific article; zbMATH DE number 6165471 - MaRDI portal

scientific article; zbMATH DE number 6165471

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Publication:4921299

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zbMath1264.91018MaRDI QIDQ4921299

Ivan Ganchev Ivanov

Publication date: 24 May 2013

Full work available at URL: http://online.watsci.org/abstract_pdf/2011v18/v18n6b-pdf/4.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Newton's method numerical solution algebraic Lyapunov equation positive definite solution cross-coupled stochastic algebraic Riccati equations

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Miscellaneous inequalities involving matrices (15A45) Stochastic games, stochastic differential games (91A15) Numerical computation of matrix norms, conditioning, scaling (65F35)

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