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Sensitivity analysis of the differential matrix Riccati equation based on the associated linear differential system.

Mihail KonstantinovVera Angelova
Published in: Adv. Comput. Math. (1997)
Keyphrases
  • sensitivity analysis
  • managerial insights
  • influence diagrams
  • differential equations
  • numerical methods
  • variational inequalities
  • singular value decomposition