This paper presents a new symbolic algorithm to compute the singular initial value problem of second-order ordinary differential equations using Adomian decomposition method. The ...
— We study large population stochastic dynamic games where each agent receives influences from multi-classes of agents according to intra- and inter-subpopulation cost coupling....
— In this paper, we present a comparison theorem for the solutions of two generalized algebraic Riccati equations (GAREs) coming from two different systems. We show that the so-c...
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). We survey the numerical algorithms underlying ...