Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution

DOI10.1016/j.jmaa.2005.06.040zbMath1105.34029OpenAlexW2171106345WikidataQ115346316 ScholiaQ115346316MaRDI QIDQ2488782

Sandra Fital, Chun-Hua Guo

Publication date: 16 May 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.06.040

zbMATH Keywords

nonnegative solutionglobal solutionnonsymmetric Riccati differential equationnonsymmetric algebraic Riccati equationstable equilibrium solution

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Stability of solutions to ordinary differential equations (34D20) Global stability of solutions to ordinary differential equations (34D23) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (4)

Parametric optimal control of uncertain systems under an optimistic value criterion ⋮ On algebraic Riccati equations associated with \(M\)-matrices ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ A convergence result for matrix Riccati differential equations associated with \(m\)-matrices

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