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Operations research, linear programming, control theory, systems theory, optimal control, game theory

2 votes

Solving Lyapunov-like equation

If the $n\times n$ matrix $A$ is negatively stable (i.e. $\mbox{Re} \; \lambda_i <0$ for all $i=1,...,n$ where $\lambda_i$ are the eigenvalues of $A$), then for any $n\times n$ matrix $C$ there exists …
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