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2017•DergiPark (Istanbul University)Open access

Formulas For Solutions Of The Riccati’s Equation

А. Асанов, Elman Hazar, Р. А. Асанов

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Abstract

In this paper we obtained the formula for the common solution of Riccati equations. Here Riccati equations was solved for common cases. Results obtained have been compared with the conventional ones and a comment has been made on them. The equation provides all necessary conditions of the theorem. The possibility of the application of the obtained results is also considered. The particular solution and the general solutions of the Riccati equations (1) is presented in the common cases and will be written in the forms (3) and (4).

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What this paper is about

In this paper we obtained the formula for the common solution of Riccati equations. Here Riccati equations was solved for common cases. Results obtained have been compared with the conventional ones and a comment has been made on them. The equation provides all necessary conditions of the theorem. The possibility of the application of the obtained results is also considered. The particular solution and the general solutions of the Riccati equations (1) is presented in the common cases and will be written in the forms (3) and (4).

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Available abstract

In this paper we obtained the formula for the common solution of Riccati equations. Here Riccati equations was solved for common cases. Results obtained have been compared with the conventional ones and a comment has been made on them. The equation provides all necessary conditions of the theorem. The possibility of the application of the obtained results is also considered. The particular solution and the general solutions of the Riccati equations (1) is presented in the common cases and will be written in the forms (3) and (4).

Key concepts: Riccati equation, Mathematics, Algebraic Riccati equation, Linear-quadratic regulator, Applied mathematics, Mathematical analysis, Differential equation, Optimal control

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