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Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

✍ Scribed by Guo, Chun‐Hua; Higham, Nicholas J.

Book ID
118215347
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
204 KB
Volume
29
Category
Article
ISSN
0895-4798

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📜 SIMILAR VOLUMES

A new class of nonsymmetric algebraic Ri
A new class of nonsymmetric algebraic Riccati equations
✍ Chun-Hua Guo 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 218 KB

Motivated by the study of linear quadratic differential games, we introduce a new class of nonsymmetric algebraic Riccati equations. It is shown that every equation in this class has a unique stabilizing solution, which is the solution required to find the open-loop Nash equilibrium for the differen