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On the solvability of the Riccati matrix algebraic equation

✍ Scribed by V. M. Prokip


Book ID
112472192
Publisher
Springer
Year
1994
Tongue
English
Weight
171 KB
Volume
46
Category
Article
ISSN
0041-5995

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πŸ“œ SIMILAR VOLUMES


Numerical solutions of the algebraic mat
✍ Hans M. Amman; Heinz Neudecker πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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