On the lack of monotonicity of Newton-Hewer updates for Riccati equations
published by Mohammad Akbari
in 2020
and research's language is
English
Download
Abstract in English
We provide a set of counterexamples for the monotonicity of the Newton-Hewer method for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast with the Riccati difference equation.