The improved eigenvalue bounds for the solution of the discrete algebraic Riccati equation

2016 ◽  
pp. dnv074 ◽  
Author(s):  
Juan Zhang ◽  
Jianzhou Liu ◽  
Yaling Zha
Keyword(s):  
Riccati Equation ◽  
Algebraic Riccati Equation ◽  
Eigenvalue Bounds ◽  
Discrete Algebraic Riccati Equation

A numerical solution of the stochastic discrete algebraic Riccati equation

2009 ◽  
Vol 13 (2) ◽  
pp. 451-454
Author(s):  
Nobuya Takahashi ◽  
Michio Kono ◽  
Tatsuo Suzuki ◽  
Osamu Sato
Keyword(s):  
Numerical Solution ◽  
Riccati Equation ◽  
Algebraic Riccati Equation ◽  
Discrete Algebraic Riccati Equation
Sign in / Sign up

Export Citation Format

Share Document