On the solution of algebraic Riccati equ
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Dario A. Bini; Bruno Iannazzo; Guy Latouche; Beatrice Meini
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Article
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2006
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Elsevier Science
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English
β 200 KB
New algorithms for solving algebraic Riccati equations (ARE) which arise in fluid queues models are introduced. They are based on reducing the ARE to a unilateral quadratic matrix equation of the kind AX 2 + BX + C = 0 and on applying the Cayley transform in order to arrive at a suitable spectral sp