Numerical solutions of the algebraic matrix Riccati equation
- 1 February 1997
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 21 (2-3) , 363-369
- https://doi.org/10.1016/s0165-1889(96)00936-0
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- A New Computationally Effective Algorithm for Solving the Discrete Riccati EquationJournal of Mathematical Analysis and Applications, 1994
- The discrete-time Riccati equation related to the H/sub ∞/ control problemIEEE Transactions on Automatic Control, 1994
- A note on computing competitive equilibria in linear modelsJournal of Economic Dynamics and Control, 1994
- A nonrecursive algebraic solution for the discrete Riccati equationIEEE Transactions on Automatic Control, 1970