Convergence and existence results for continuous- and discrete-time Riccati equations (Q1412404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and existence results for continuous- and discrete-time Riccati equations |
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Convergence and existence results for continuous- and discrete-time Riccati equations (English)
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10 November 2003
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Sufficient conditions for the existence of a solution of the periodic Riccati differential equation are given. It is proved also the convergence of the solution of a terminal value problem for the periodic Riccati equation towards its strong solution. Similar results are presented for the discrete-time Riccati equation.
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Riccati difference equation
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periodic Riccati equations
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convergence and existence
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periodic equilibria
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