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Effects of a parameter on a nonsymmetric algebraic Riccati equation

Authors :
Lu, Linzhang
Ng, Michael K.
Source :
Applied Mathematics & Computation. Jan2006, Vol. 172 Issue 2, p753-761. 9p.
Publication Year :
2006

Abstract

Abstract: In this paper, we are interested in a nonsymmetric algebraic Riccati equation arising in transport theory. The effects of a parameter α on the minimal positive solution X*(α) of this equation are studied. We show that X*(α) decreases in α only when α is close to one and X*(α) cannot attain its maximum for α ∈[0,1). A matrix lower bound and a matrix upper bound for X*(α) are also given. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
00963003
Volume :
172
Issue :
2
Database :
Academic Search Index
Journal :
Applied Mathematics & Computation
Publication Type :
Academic Journal
Accession number :
19588998
Full Text :
https://doi.org/10.1016/j.amc.2004.11.029