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Numerical Solution of Algebraic Riccati Equations ||

โœ Scribed by Bini, Dario A.; Iannazzo, Bruno; Meini, Beatrice


Book ID
118273524
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Weight
301 KB
Volume
10.1137/1.9781611972092
Category
Article
ISBN
1611972094

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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