李倩,郭晓霞

• 1:中国海洋大学数学科学学院

摘要(Abstract)：

近年来,复非对称代数Riccati方程越来越受到专家和学者的关注,本文主要考虑复非对称代数Riccati方程的求解问题。本文首先讨论了复非对称代数Riccati方程极值解的存在唯一性,证得了在Q的比较矩阵Q是非奇异M矩阵的假设条件下,复非对称代数Riccati方程存在唯一的极值解,并且该解可由牛顿法和不动点迭代法求得,最后通过数值实验表明这两种算法是有效可行的。

关键词(KeyWords)： 代数Riccati方程;极值解;牛顿法;不动点迭代法

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金项目(11371333);; 中央高校基本科研业务费专项资金项目(201562012)资助~~

作者(Author): 李倩,郭晓霞

DOI: 10.16441/j.cnki.hdxb.20170232

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