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most citedSolving Three Dimensional Maxwell Eigenvalue Problem with Fourteen Bravais Lattices

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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…