The matrix bounds and fixed-point iteration for the solution of the discrete algebraic Riccati equation.
Juan ZhangJianzhou LiuPublished in: IMA J. Math. Control. Inf. (2019)
Keyphrases
- fixed point
- approximate value iteration
- bargaining solution
- hamilton jacobi
- dynamical systems
- stationary points
- variational inequalities
- difference equations
- differential equations
- sufficient conditions
- floating point
- numerical methods
- boundary value problem
- optimal solution
- belief propagation
- worst case
- policy iteration
- constraint databases
- similarity measure
- probabilistic model
- lower bound