On the numerical solution of a structured nonsymmetric algebraic Riccati equation |
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Authors: | Beatrice Meini |
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Affiliation: | Dipartimento di Matematica, Università di Pisa, Italy |
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Abstract: | A class of nonsymmetric algebraic Riccati equation, where one of the two linear coefficients is block diagonal, is studied. These equations arise in the modeling of an adaptive MMAPK]/PHK]/1 queue. Some theoretical results are proved, and two new algorithms are introduced that exploit the diagonal structure of the linear coefficient. |
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Keywords: | Algebraic Riccati equations Fluid queues Numerical methods |
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