On the Matrix Riccati Equation

From MaRDI portal
Publication:3267610

DOI10.2307/2033645zbMath0092.07803OpenAlexW4236228636MaRDI QIDQ3267610

Jacob J. Levin

Publication date: 1959

Full work available at URL: https://doi.org/10.2307/2033645




Related Items (40)

On the fundamental solution of the Fokker-Planck-Kolmogorov equationOn non-negative modeling with CARMA processesMaximum likelihood estimation for Wishart processesFactorizations of semi-separable operators along continuous chains of projectionsIncorporating prior knowledge in observability-based path planning for ocean samplingThe Explicit Laplace Transform for the Wishart ProcessFinite dimensional characteristic functions of Brownian rough pathThe symplectic semigroup and Riccati differential equationsThe Laplace transform of the integrated Volterra Wishart processMultidimensional Kagiwada-Kalaba method of invariant imbedding with general linear implicit boundary conditionsDirect use of the fundamental matrix in two-point boundary value problemsNeural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEsReduction and the Kagiwada-Kalaba method of invariant imbeddingExplicit form of the fundamental solution to a second order parabolic operatorA remark on the potentials of optimal transport mapsIntellectual property rights protection and endogenous economic growth revisitedExact and high-order discretization schemes for Wishart processes and their affine extensionsSharp Harnack inequalities for a family of hypoelliptic diffusionsConvolution equations and linear systemsÜber polynomiale, insbesondere Riccatische, Differentialgleichungen mit Fundamentallösungen. (On polynomials, especially Riccati polynomials, differential equations with fundamental solutions)Generalized Ricci curvature bounds for three dimensional contact subriemannian manifoldsUnnamed Item(In)stability of Travelling Waves in a Model of HaptotaxisQuadratic time dependent Hamiltonians and separation of variablesBishop and Laplacian comparison theorems on three-dimensional contact sub-Riemannian manifolds with symmetryGlobal aspects of the matrix Riccati equationOn measure contraction property without Ricci curvature lower boundOn the formulation of invariant imbedding problemsA new derivation of the Scott formulation of invariant imbeddingRicci curvature type lower bounds for sub-Riemannian structures on Sasakian manifolds.Fundamental matrix and two-point boundary-value problemsNew conditions for boundedness of the solution of a matrix Riccati differential equationSystems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronizationOn the solutions of finite dimensional time-invariant transport equationsA Note on Matrix Riccati SystemsSpectral stability of pattern-forming fronts in the complex Ginzburg–Landau equation with a quenching mechanismSystems of quadratically coupled differential equations which can be reduced to linear systemsSolving coupled Riccati matrix differential systemsPartitioning of invariant imbedding systemsA survey of nonsymmetric Riccati equations



Cites Work


This page was built for publication: On the Matrix Riccati Equation