scientific article; zbMATH DE number 22808
Various approaches to the theory of matrix Riccati equations with variable coefficients are presented. It is shown that the complexification of such an equation defines a flow on the Siegel upper half-plane as well as on each stratum of its boundary. An \(SL(2n)\)- invariant on the Grassmannian \(G_ n(\mathbb{R}^{2^ n})\) is introduced. Using this invariant the author finds a condition for the flow to preserve the quadratic form of the angle between planes. An optimal control problem for a bilinear system with quadratic cost functional is considered. The corresponding extremals and the associated Riccati equation are obtained.
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