Brian D. O. Anderson, J.Β. Moore
Abstract
Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.
OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.
Key concepts: Riccati equation, Algebraic Riccati equation, Convergence (economics), Mathematics, Linear-quadratic regulator, Applied mathematics, Optimal control, Mathematical analysis