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The numerical solution of the matrix Riccati differential equation

โœ Scribed by Davison, E.; Maki, M.


Book ID
121297570
Publisher
IEEE
Year
1973
Tongue
English
Weight
251 KB
Volume
18
Category
Article
ISSN
0018-9286

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Numerical solutions of the algebraic mat
โœ Hans M. Amman; Heinz Neudecker ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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