Comparison and uniqueness theorems for periodic Riccati differential equations
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Publication:4257740
DOI10.1080/002071798222776zbMath0946.93038OpenAlexW2075554870MaRDI QIDQ4257740
Shanben Chen, Jiaqi Liu, Yangzhou Chen
Publication date: 17 October 2000
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071798222776
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SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ A numerical evaluation of solvers for the periodic Riccati differential equation
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