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• W2069223311 abstract "In this paper we consider a class of continuous-time algebraic Riccati equations with a constraint of positive definiteness, which occurs in the indefinite stochastic linear quadratic control problems and stochastic H~ control problems, respectively. The normwise local and non-local residual bounds are derived for a symmetric solution which approximates the unique stabilizing solution to the stochastic algebraic Riccati equation. A numerical example is presented to illustrate the sharpness of ours residual bound." @default.
• W2069223311 created "2016-06-24" @default.
• W2069223311 creator A5008478624 @default.
• W2069223311 creator A5087522572 @default.
• W2069223311 date "2013-01-01" @default.
• W2069223311 modified "2023-09-27" @default.
• W2069223311 title "Residual bounds of the stochastic algebraic Riccati equation" @default.
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• W2069223311 doi "https://doi.org/10.1016/j.apnum.2012.09.007" @default.
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