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On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control

✍ Scribed by Carlos E. de Souza; Marcelo D. Fragoso


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
310 KB
Volume
14
Category
Article
ISSN
0167-6911

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On the solution of algebraic Riccati equ
✍ Dario A. Bini; Bruno Iannazzo; Guy Latouche; Beatrice Meini πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 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