Related papers: On algebraic Riccati equations associated with M-M…
A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
In this paper, we study several types of geometric problems related to the Ricci curvature on noncompact complex manifolds, such as the existence of K\"{a}hler-Einstein metrics on complete K\"{a}hler manifolds with negative Ricci curvature,…
The vector-matrix Riemann boundary value problem for the unit disk with piecewise constant matrix is constructively solved by a method of functional equations. By functional equations we mean iterative functional equations with shifts…
This paper investigates the uniqueness of a nonnegative vector solution and the uniqueness of a positive semidefinite matrix solution to underdetermined linear systems. A vector solution is the unique solution to an underdetermined linear…
Let M be a quasiprojective algebraic manifold with K_M=0 and G a finite automorphism group of M acting trivially on the canonical class K_M; for example, a subgroup G of SL(n,C) acting on C^n in the obvious way. We aim to study the quotient…
Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…
Scalar multidimensionally consistent quadrilateral lattice equations are studied. We explore a confluence between the superposition principle for solutions related by the Backlund transformation, and the method of solving a Riccati map by…
In this paper a geometric method based on Grassmann manifolds and matrix Riccati equations to make hermitian matrices diagonal is presented. We call it Riccati Diagonalization.
The main of this work is to use the unit lower triangular matrices for solving inverse eigenvalue problem of nonnegative matrices and present the easier method to solve this problem.
The structure of the algebra K[M] of the Chinese monoid M over a field K is studied. The minimal prime ideals are described. They are determined by certain homogeneous congruences on M and they are in a one to one correspondence with…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
Under suitable hypotheses on the ground field and on the matrix $M$, we discuss existence, uniqueness and properties of some additive decompositions of $M$ and of its image through a convergent series.
Completing a data matrix X has become an ubiquitous problem in modern data science, with applications in recommender systems, computer vision, and networks inference, to name a few. One typical assumption is that X is low-rank. A more…
We propose a new algorithm for a broad class of periodic time-varying Stochastic Game-Theoretic Riccati Differential Equations arising in Zero-Sum Linear-Quadratic Stochastic Differential Games. The algorithm is constructed via dual-layer…
Nonlinear matrix equations play a crucial role in science and engineering problems. However, solutions of nonlinear matrix equations cannot, in general, be given analytically. One standard way of solving nonlinear matrix equations is to…