๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An alternate variational characterization of matrix Riccati equation solutions

โœ Scribed by T. Ando; J. Bunce; G. Trapp


Book ID
112501765
Publisher
Springer
Year
1990
Tongue
English
Weight
258 KB
Volume
9
Category
Article
ISSN
0278-081X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Numerical solutions of the algebraic mat
โœ Hans M. Amman; Heinz Neudecker ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 349 KB

The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric