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Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control.

, , and . Numer. Algorithms, 71 (2): 245-272 (2016)

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Large-scale algebraic Riccati equations with high-rank constant terms., , and . J. Comput. Appl. Math., (2019)Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control., , and . Numer. Algorithms, 71 (2): 245-272 (2016)Projected Generalized Discrete-Time Periodic Lyapunov Equations and Balanced Realization of Periodic Descriptor Systems., , and . SIAM J. Matrix Anal. Appl., 29 (3): 982-1006 (2007)Normwise Scaling of Second Order Polynomial Matrices., , and . SIAM J. Matrix Anal. Appl., 26 (1): 252-256 (2004)The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs., , , , and . J. Comput. Appl. Math., 235 (8): 2626-2639 (2011)Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory., , and . Appl. Math. Comput., 219 (2): 729-740 (2012)Small-sample statistical condition estimation of rational Riccati equations., , , and . Appl. Math. Lett., (2020)Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces., and . J. Comput. Appl. Math., (2017)Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations., , and . J. Comput. Appl. Math., (2020)On the maximal solution of the conjugate discrete-time algebraic Riccati equation., and . Appl. Math. Lett., (2023)