How can I solve the forward equation
S[t]=C+A*S[t+1]*(Inverse((I-B*S(t+1)))*A
for t=1 to t=10
and S[11]=0
with S
, A
, C
, and B
beeing 2*2 matrices?
A={{0.1,0},{0,0.1}}
B={{2,3},{-3,1}}, C={{0.2,0.6},{0.2,0}}, I={{1,0},{0,1}}
How can I solve the forward equation
S[t]=C+A*S[t+1]*(Inverse((I-B*S(t+1)))*A
for t=1 to t=10
and S[11]=0
with S
, A
, C
, and B
beeing 2*2 matrices?
A={{0.1,0},{0,0.1}}
B={{2,3},{-3,1}}, C={{0.2,0.6},{0.2,0}}, I={{1,0},{0,1}}
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