A note on positive definite solution of matrix equation X plus M* X-1M - N* X-1N = I

被引:2
|
作者
Zhang, Guan-Lin [1 ]
机构
[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
关键词
nonlinear matrix equation; stochastic control; positive definite solution; 15A24; 65H05;
D O I
10.1080/03081087.2015.1068267
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this note, we argue that Theorem 2.2 and its proof in Duan XF, et al. [Positive definite solution of a class of nonlinear matrix equation. Linear and Multilinear Algebra. 2014;6:839-852] is seriously flawed and prove a new result based on Brouwer's fixed-point theorem.
引用
收藏
页码:951 / 954
页数:4
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