A Practical Approach to Quadratic Equations
โ Scribed by Peter Light
- Book ID
- 121725619
- Year
- 1983
- Weight
- 382 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0305-7259
- DOI
- 10.2307/30213782
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๐ SIMILAR VOLUMES
We show how Van Loan's method for annulling the (2,1) block of skew-Hamiltonian matrices by symplecticorthogonal similarity transformation generalizes to general matrices and provides a numerical algorithm for solving the general quadratic matrix equation: For skew-Hamiltonian matrices we find thei
By using a very simple remark on the moment equations of stochastic Markov processes, one can use the Euler-Lagrange variational approach (with Hamiltonian) to solve some stochastic optimal control problems. As an example one considers a linear-quadratic-Gaussian problem with small state dependent n