Dichotomous Hamiltonians with unbounded entries and solutions of Riccati equations (Q2249894)

The paper under review is devoted to the investigation of algebraic Riccati equations \[ A^*X + XA + XBX - C =0 \] on a Hilbert space \(H\), where \(A, B\geq 0, C\geq 0\) are \textit{unbounded} linear operators. The authors prove the existence of nonnegative and nonpositive solutions of the Riccati equation. Conditions for the boundedness and uniqueness of these solutions are established. The proof is based on a a certain \textit{dichotomy property} of the associated Hamiltonian \[ \begin{pmatrix} A&B\\ C&-A^* \end{pmatrix} \] and its symmetry with respect to two different indefinite inner products. Examples involving partial differential operators are included.