A miscellany of results of an equation of Count J. F. Riccati
M.-A. Poubelle, Ian R. Petersen, MICHEL R. GEVERS, Robert R. Bitmead
Abstract
M.-A. Poubelle, Ian R. Petersen, MICHEL R. GEVERS, Robert R. Bitmead
Abstract
A collection of results on the Riccati equation is presented. The questions addressed are the existence of strong solutions of the algebraic Riccati equation and the convergence of solutions of the Riccati difference equation to those of the algebraic equation. The results derived utilize detestability conditions only.
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A collection of results on the Riccati equation is presented. The questions addressed are the existence of strong solutions of the algebraic Riccati equation and the convergence of solutions of the Riccati difference equation to those of the algebraic equation. The results derived utilize detestability conditions only.
Key concepts: Algebraic Riccati equation, Riccati equation, Mathematics, Linear-quadratic regulator, Algebraic equation, Convergence (economics), Algebraic number, Matrix difference equation