On the numerical solution of a structured nonsymmetric algebraic Riccati equation
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 M M A P [ K ] / P H [ K ] / 1 queue. Some theoretical results are proved, and two new algorithms are introduced that exploit the diagonal structure of the linear coefficient.
algebraic riccati equations fluid queues numerical methods