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Linear and Multilinear Algebra Volume 64, 2016 - Issue 5
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Articles

A note on positive definite solution of matrix equation X+M*X–1M–N*X–1N=1

Guan-Lin ZhangSchool of Mathematics, Shandong University, Jinan, China.Correspondence[email protected]
Pages 951-954 | Received 15 Jan 2015, Accepted 25 Jun 2015, Published online: 04 Aug 2015

References

  • Duan XF, Wang QW, Li CM. Positive definite solution of a class of nonlinear matrix equation. Linear Multilinear Algebra. 2014;62:839–852.
  • Yong JM, Zhou ZY. Stochastic controls, Hamiltonian systems and HJB equations. New York (NY): Springer-Verlag; 1999.

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