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Asymptotic solutions to the matrix Riccati equation

โœ Scribed by A.N. Beavers Jr.; Eugene D. Denman


Book ID
116028189
Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
239 KB
Volume
20
Category
Article
ISSN
0025-5564

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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