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Author = Alimorad, Hajar

Number of Articles: 1
An iterative method and maximal solution of Coupled algebraic Riccati equations

Hajar Alimorad

Articles in Press, Accepted Manuscript, Available Online from 29 August 2022

https://doi.org/10.22059/jac.2022.345099.1174

Abstract
  Coupled Riccati equation has widely been applied to various engineering areas such as jump linear quadratic problem, particle transport theory, and Wiener–Hopf decomposition of Markov chains. In this paper, we consider an iterative method for computing Hermitian solution of the Coupled Algebraic ...  Read More