An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds
type: Item
instance of: scholarly article
title: An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds
zbMATH Open document ID: 0674.65042
DOI: 10.1016/0377-0427(89)90038-1
author: A. Hervás
author: L. Jódar
published in: Journal of Computational and Applied Mathematics
publication date: 1989-01-01T00:00:00Z
review text: An algorithm is presented for the solution of a coupled system of matrix Riccati differential equations using the successive approximation method. For the approximate solution explicit expressions are given and used to give error bounds and convergence conditions.
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 4104284
zbMATH Keywords: convergence interval
zbMATH Keywords: algorithm
zbMATH Keywords: system of matrix Riccati differential equations
zbMATH Keywords: successive approximation method
zbMATH Keywords: error bounds
reviewed by: Volker Mehrmann
describes a project that uses: REDUCE
MaRDI profile type: Publication
full work available at URL: 0377-0427(89)90038-1
OpenAlex ID: W2063556019
cites work: Analytic solution for a class of linear quadratic open-loop Nash games
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cites work: Nonzero-sum differential games
description: scientific article; zbMATH DE number 4104284