1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2024
Numerical Solutions for Stochastic Continuous-time Algebraic Riccati Equations
Tsung-Ming Huang, Yueh-Cheng Kuo, Ren-Cang Li +1
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Ricca…
math.NA2023★ 1 cited
Variations of Orthonormal Basis Matrices of Subspaces
Zhongming Teng, Ren-Cang Li
An orthonormal basis matrix of a subspace is known not to be unique, unless there are some kinds of normalization requirements. One of them is to require that $X^{\r…