Numerical solvers to the stabilizing solution of perturbed algebraic Riccati equations in LQ zero-sum games

Ivanov, Ivan Ganchev; Netov, Nikolay; Bogdanova, Boryana

doi:10.1063/1.4934329

Search citation statements

Order By: Relevance

Paper Sections

Select...

Introduction1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2020

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

(1 citation statement)

References 9 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…A more general problem on connected to the properties of the stabilising solution of the game theoretic algebraic Riccati equation is investigated in [4,5,10].…”

Section: Introductionmentioning

confidence: 99%

Iterative Computing the Minimal Solution of the Coupled Nonlinear Matrix Equations in Terms of Nonnegative Matrices

Ivanov¹

2020

AnnalsARSciMath

View full text Add to dashboard Cite

We investigate a set of nonlinear matrix equations with nonnegative matrix coefficients which has arisen in applied sciences. There are papers where the minimal nonnegative solution of the set of nonlinear matrix equations is computed applying the different procedures. The alternate linear implicit method and its modifications have intensively investigated because they have simple computational scheme. We construct a new decoupled modification of the alternate linear implicit procedure to compute the minimal nonnegative solution of the considered set of equations. The convergence properties of the proposed iteration are derived and a sufficient condition for convergence is derived. The performance of the proposed algorithm is illustrated on several numerical examples. On the basis of the experiments we derive conclusions for applicability of the computational schemes.

show abstract

“…A more general problem on connected to the properties of the stabilising solution of the game theoretic algebraic Riccati equation is investigated in [4,5,10].…”

Section: Introductionmentioning

confidence: 99%

Iterative Computing the Minimal Solution of the Coupled Nonlinear Matrix Equations in Terms of Nonnegative Matrices

Ivanov¹

2020

AnnalsARSciMath

View full text Add to dashboard Cite

show abstract

Numerical solvers to the stabilizing solution of perturbed algebraic Riccati equations in LQ zero-sum games

Cited by 1 publication

References 9 publications

Iterative Computing the Minimal Solution of the Coupled Nonlinear Matrix Equations in Terms of Nonnegative Matrices

Iterative Computing the Minimal Solution of the Coupled Nonlinear Matrix Equations in Terms of Nonnegative Matrices

Contact Info

Product

Resources

About