A survey of nonsymmetric Riccati equations
From MaRDI portal
Publication:1611905
DOI10.1016/S0024-3795(01)00534-1zbMath1008.34004MaRDI QIDQ1611905
Publication date: 28 August 2002
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Related Items
On discrete algebraic Riccati equations: a rank characterization of solutions, Condition number and backward errors of nonsymmetric algebraic Riccati equation, Linear-quadratic mean field games, Characterization of solutions of non-symmetric algebraic Riccati equations, The interplay of regularizing factors in the model of upper hybrid oscillations of cold plasma, Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics, Stability of invariant subspaces of quaternion matrices, Continuous-time non-symmetric algebraic Riccati theory: a matrix pencil approach, High-order Numerical Homogenization for Dissipative Ordinary Differential Equations, On the behavior of multidimensional radially symmetric solutions of the repulsive Euler-Poisson equations, Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem, Qualitative inverse problems: mapping data to the features of trajectories and parameter values of an ODE model, Mean escape time of switched Riccati differential equations, Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation, Feedback strategies for discrete-time linear-quadratic two-player descriptor games, Linear quadratic mean field Stackelberg differential games, EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE, A multifactor volatility Heston model, A dynamic collective choice model with an advertiser, Stochastic Jacobian and Riccati ODE in affine term structure models, Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution, Riccati inequality and functional properties of differential operators on the half line, Discrete Riccati matrix equation and the order preserving property, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control, Linear-quadratic time-inconsistent mean field games, Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control, Robust linear quadratic mean field social control: A direct approach, Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control, A class of fixed point iteration for the coupled algebraic Riccati equation, Nonsymmetric generic matrix equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Representation and control of infinite dimensional systems. Volume I
- Comparison theory for Riccati equations
- Comparison theorems for infinite-dimensional Riccati equations
- Differential equations in operator algebras. I. Invariance of the Siegel disk
- Isospectral flows on symmetric matrices and the Riccati equation
- Systems of ordinary differential equations with nonlinear superposition principles
- An iterative method for the finite-time bilinear-quadratic control problem
- An application of the decomposition method to the matrix Riccati equation in a neutron transport process
- Minimal factorization of matrix and operator functions
- Singularly perturbed and weakly coupled linear control systems. A recursive approach
- The Riccati equation
- Global existence for an abstract Riccati initial-value problem with possibly unbounded coefficients
- Total linear least squares and the algebraic Riccati equation
- Singular perturbations and order reduction in control theory - an overview
- A matrix cross ratio theorem for the Riccati equation
- Optimal control of weakly coupled bilinear systems
- Necessary conditions for constant solutions of coupled Riccati equations in Nash games
- Comparison theorems for the matrix Riccati equation
- Differential equations and matrix inequalities on isospectral families
- On Riccati matrix differential equations
- Global solutions to a game-theoretic Riccati equation of stochastic control
- A new approach to lineary perturbed Riccati equations arising in stochastic control
- Convergence and existence results for continuous- and discrete-time Riccati equations
- On a class of rational matrix differential equations arising in stochastic control.
- Asymptotic solutions to the matrix Riccati equation
- Non-symmetric matrix Riccati equations
- Existence of algebraic matrix Riccati equations arising in transport theory
- Generalized Riccati difference and differential equations
- On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\)
- Control theory and optimization. I: Homogeneous spaces and the Riccati equation in the calculus of variations. Transl. from the Russian by S. A. Vakhrameev
- 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
- Comparison theorems for canonical systems of differential equations
- On the equivalence between matrix Riccati equations and Fredholm resolvents
- On the matrix Riccati equation
- Families of Solutions of Matrix Riccati Differential Equations
- Superposition principles for matrix Riccati equations
- Nonnegative Solutions of a Quadratic Matrix Equation Arising from Comparison Theorems in Ordinary Differential Equations
- On the Matrix Riccati Equation
- Pole placement and order reduction in two-time-scale control systems through Riccati iteration
- Normal forms of elements of classical real and complex Lie and Jordan algebras
- On the Phase Portrait of the Matrix Riccati Equation Arising from the Periodic Control Problem
- Superposition laws for solutions of differential matrix Riccati equations arising in control theory
- A Riccati-like equation arising in suboptimal control
- Superposition formulas for rectangular matrix Riccati equations
- Geometric properties and invariant manifolds of the Riccati equation
- Comparison theorems and non-oscillation for differential equations in a B∗-algebra
- Solution of the Boussinesq equation on the half-line by the inverse problem method
- A state-space approach to discrete-time spectral factorization
- Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations
- The exact slow-fast decomposition of the algebraic Ricatti equation of singularly perturbed systems
- THE MATRIX RICCATI DIFFERENTIAL EQUATION AND THE SEMI-GROUP OF LINEAR FRACTIONAL TRANSFORMATIONS
- A special property of the matrix Riccati equation
- The Linear Quadratic Cost Problem with Linear State Constraints and the Nonsymmetric Riccati Equation
- Matrix differential equations
- The Matrix Equation $AZ + B - ZCZ - ZD = 0$
- Polynomial Factorization via the Riccati Equation
- Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
- Non-autonomous Riccati-type matrix differential equations: existence interval, construction of continuous numerical solutions and error bounds
- Linear Matrix Inequalities in System and Control Theory
- Coupled matrix Riccati equations in minimal cost variance control problems
- Positive invariance and asymptotic stability of solutions to certain riccati equations
- Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
- On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games
- Symplectic Geometry
- Turning point problems for systems of linear differential equations. Part II: The analytic theory
- Matrix Quadratic Solutions
- On a Matrix Riccati Equation of Stochastic Control
- Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.