Existence and uniqueness of contractive solutions of some Riccati equations (Q5927520)

The authors consider Riccati equations in Hilbert spaces of the form NEWLINE\[NEWLINEKBK+ KA- DK-C=0,NEWLINE\]NEWLINE where \(A\) is a closed linear and \(B\), \(C\), \(D\) are bounded linear operators. Their goal is to derive criteria for the existence and uniqueness of contractive solutions \(K\).NEWLINENEWLINENEWLINEAs the authors show, a unique contractive solution exists e.g. if the spectra of \(A\) and \(D\) are disjoint and if the norm of \(B\) is sufficiently small. Furthermore, a general necessary and sufficient condition for the existence of contractive solutions is provided in the self-adjoint case where \(D\) and \(A\) are self-adjoint with \(C= B^*\). Finally, a general condition that ensures uniqueness is proved.