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• W2073702304 abstract "In this paper, we consider a new nonlinear matrix equation , which is a special stochastic algebraic Riccati equation arising in stochastic control theory. Based on Brower’s fixed point theorem and Bhaskar–Lakshmikantham’s fixed point theroem, we derive some new sufficient conditions for the existence of a (unique) positive definite solution, which are easy to check. An iterative method is proposed to compute the unique positive definite solution. The error estimation of the iterative method is also given. Numerical examples show that the iterative method is feasible." @default.
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• W2073702304 date "2013-05-08" @default.
• W2073702304 modified "2023-09-27" @default.
• W2073702304 title "Positive definite solution of a class of nonlinear matrix equation" @default.
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• W2073702304 doi "https://doi.org/10.1080/03081087.2013.794230" @default.
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