Numerical solutions of the algebraic matrix Riccati equation.

Authors
Publication date 1997
Journal Journal of Economic Dynamics & Control
Volume | Issue number 21
Pages (from-to) 363-369
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0165-1889(96)00936-0
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