scholarly journals A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems

2020 ◽  
Vol 42 (2) ◽  
pp. A957-A996 ◽  
Author(s):  
Peter Benner ◽  
Zvonimir Bujanović ◽  
Patrick Kürschner ◽  
Jens Saak
Keyword(s):  
Continuous Time ◽  
Large Scale ◽  
Riccati Equations ◽  
Numerical Comparison ◽  
Algebraic Riccati Equations

scholarly journals Solving large-scale continuous-time algebraic Riccati equations by doubling

2013 ◽  
Vol 237 (1) ◽  
pp. 373-383 ◽  
Author(s):  
Tiexiang Li ◽  
Eric King-wah Chu ◽  
Wen-Wei Lin ◽  
Peter Chang-Yi Weng
Keyword(s):  
Continuous Time ◽  
Large Scale ◽  
Riccati Equations ◽  
Algebraic Riccati Equations

scholarly journals RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

2017 ◽  
Vol 138 (2) ◽  
pp. 301-330 ◽  
Author(s):  
Peter Benner ◽  
Zvonimir Bujanović ◽  
Patrick Kürschner ◽  
Jens Saak
Keyword(s):  
Large Scale ◽  
Riccati Equations ◽  
Low Rank ◽  
Algebraic Riccati Equations ◽  
Type Algorithm
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