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A practical implementation for solutions to the algebraic matrix Riccati equation in a LQCM setting

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  • Carroll, R. B.
  • Brask, D. A.

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  • Carroll, R. B. & Brask, D. A., 1998. "A practical implementation for solutions to the algebraic matrix Riccati equation in a LQCM setting," Journal of Economic Dynamics and Control, Elsevier, vol. 23(1), pages 1-7, September.
    • Handle: RePEc:eee:dyncon:v:23:y:1998:i:1:p:1-7
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    References listed on IDEAS

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    1. Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
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