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On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations

✍ Scribed by Guo, Chun-Hua; Laub, Alan J.

Book ID
118216290
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
187 KB
Volume
22
Category
Article
ISSN
0895-4798

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πŸ“œ SIMILAR VOLUMES

A new class of nonsymmetric algebraic Ri
A new class of nonsymmetric algebraic Riccati equations
✍ Chun-Hua Guo πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 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

A class of iterative methods for solving
A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory
✍ Yiqin Lin πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 380 KB

In this paper, we consider the nonsymmetric algebraic Riccati equation arising in transport theory. An important feature of this equation is that its minimal positive solution can be obtained via computing the minimal positive solution of a vector equation. We propose a class of iterative methods to