THE MATRIX RICCATI DIFFERENTIAL EQUATION AND THE SEMI-GROUP OF LINEAR FRACTIONAL TRANSFORMATIONS

DOI10.1070/RM1973V028N03ABEH001569zbMATH Open0293.34056OpenAlexW1976992966WikidataQ115325395 ScholiaQ115325395MaRDI QIDQ4044994FDOQ4044994

Authors: M. Kh. Zakhar-Itkin 

Publication date: 1973

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1973v028n03abeh001569

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Ordinary differential equations and systems with randomness (34F05) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25)

Cited In (8)

• Global solvability tests for a scalar Riccati equation with complex coefficients
• A new run algorithm for solving the continuous linear-quadratic optimal control problem with unseparated boundary conditions
• On the solution of the bilinear matrix equation
• A survey of nonsymmetric Riccati equations
• On the solution of the generalized matrix Sylvester equations
• Differential equations in operator algebras. I. Invariance of the Siegel disk
• Systems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronization
• An identity for T-ordered exponentials with applications to quantum mechanics

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