Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows

TitleComplex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows

 

SpeakerPro. Jungong XueFudan University

 

Time16:00-17:00 pm, March 23, 2015

 

PlaceConference Room A304, Department of Mathematical Sciences

 

AbstractMotivated by the transient analysis of stochastic fluid flow models, we introduce a class of complex nonsymmetric algebraic Riccati equations. The existence and uniqueness of the extremal solutions to these equations are proved. Numercial methods for the extremal solutions are discussed.

 

ContactZhongxiao Jia