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Inexact Kleinman-Newton method for Riccati equations
(Siam Publications, 2009-03)
In this paper we consider the numerical solution of the algebraic Riccati equation using Newton's method. We propose an inexact variant which allows one control the number of the inner iterates used in an iterative solver ...
Mesh independence of Kleinman-Newton iterations for Riccati equations in Hilbert space
(Siam Publications, 2008)
In this paper we consider the convergence of the infinite dimensional version of the Kleinman-Newton algorithm for solving the algebraic Riccati operator equation associated with the linear quadratic regulator problem in ...