3 papers
math.NA2026
A Unifying Framework for Doubling Algorithms
Changli Liu, Tiexiang Li, Jungong Xue +2
The existing doubling algorithms have been proven efficient for several important nonlinear matrix equations arising from real-world engineering applications. In a nutshell, the al…
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
On Novel Fixed-Point-Type Iterations with Structure-Preserving Doubling Algorithms for Stochastic Continuous-time Algebraic Riccati equations
Tsung-Ming Huang, Yueh-Cheng Kuo, Ren-Cang Li +1
In this paper we mainly propose efficient and reliable numerical algorithms for solving stochastic continuous-time algebraic Riccati equations (SCARE) typically arising from the di…