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Parallel solution of Riccati matrix equations with the matrix sign function

✍ Scribed by Enrique S. Quintana-Orti; Vicente Hernandez

Book ID: 108307455
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 687 KB
Volume: 34
Category: Article
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(97)00179-9

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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