  This technical report is concerned with the convergence properties of what we
call the split optimal policy iteration for coupled LQR problems; see section
3.1 in the manuscript. Interestingly, the iteration shows different convergence
behavior for continuous and discrete time systems: while global convergence
holds for both cases, we have local quadratic convergence for the continuous
time case, but only linear convergence for the discrete time case - even though
quadratic convergence is retained in the limit as the coupling between the
subsystems vanishes.
