Non-symmetric matrix Riccati equations

DOI10.4171/ZAA/675zbMath0821.34011OpenAlexW1988849267MaRDI QIDQ1891941

Gerhard Freiling, Gerhard Jank

Publication date: 6 June 1995

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/zaa/675

zbMATH Keywords

matrix Riccati differential equationrepresentation formula

Mathematics Subject Classification ID

Periodic solutions to ordinary differential equations (34C25) Nonlinear ordinary differential equations and systems (34A34) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15) Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) General theory for ordinary differential equations (34A99)

Related Items (11)

On the relation between additive and multiplicative decompositions of rational matrix functions ⋮ On Riccati matrix differential equations ⋮ The asymptotic analysis of the structure-preserving doubling algorithms ⋮ On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\) ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations ⋮ Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations ⋮ Non-blow-up conditions for Riccati-type matrix differential and difference equations ⋮ Geometric aspects of the Riccati difference equation in the nonsymmetric case ⋮ Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions ⋮ Existence and uniqueness of open-loop Stackelberg equilibria in linear-quadratic differential games ⋮ A survey of nonsymmetric Riccati equations

Cites Work

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• Geometry of the Algebraic Riccati Equation, Part II
• On the Variety of Invariant Subspaces of a Finite-Dimensional Linear Operator
• Criterion for the convergence of the solution of the Riccati differential equation
• Geometric properties and invariant manifolds of the Riccati equation
• The Matrix Equation $AZ + B - ZCZ - ZD = 0$
• Polynomial Factorization via the Riccati Equation
• On the zeros of exponential sums and integrals
• Matrix Quadratic Solutions

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