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Numerical solution of differential algebraic riccati equations

โœ Scribed by P. Kunkel; V. Mehrmann


Book ID
107826356
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
998 KB
Volume
137-138
Category
Article
ISSN
0024-3795

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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