On the numerical solution of a structured nonsymmetric algebraic Riccati equation

Authors:
Beatrice Meini
Affiliations:
-
Venue:
Performance Evaluation
Year:
2013

Citing 6
Cited 0

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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 MMAP[K]/PH[K]/1 queue. Some theoretical results are proved, and two new algorithms are introduced that exploit the diagonal structure of the linear coefficient.