Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
Author:
Publisher
Informa UK Limited
Subject
Control and Optimization,Computer Science Applications,Signal Processing,Analysis
Link
http://www.tandfonline.com/doi/pdf/10.1080/01630563.2012.738272
Reference13 articles.
1. Solution of the matrix equation AX + XB = C [F4]
2. Newton's method for a rational matrix equation occurring in stochastic control
3. Solutions for the Linear-Quadratic Control Problem of Markov Jump Linear Systems
4. A New Approach to Linearly Perturbed Riccati Equations Arising in Stochastic Control
5. Lyapunov iterations for optimal control of jump linear systems at steady state
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