A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control

Vasile Dragan, Toader Morozan and Adrian-Mihail Stoica
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Vasile Dragan: Institute of Mathematics of the Romanian Academy
Toader Morozan: Institute of Mathematics of the Romanian Academy
Adrian-Mihail Stoica: University Politechnica of Bucharest

Chapter Chapter 5 in Mathematical Methods in Robust Control of Linear Stochastic Systems, 2013, pp 189-264 from Springer

Abstract: Abstract In many control problems, both in deterministic and in stochastic framework, a crucial role is played by a class of nonlinear matrix differential equations or nonlinear matrix algebraic equations known as matrix Riccati equations.

Keywords: Generalized Riccati Differential Equations; Nonlinear Matrix Differential Equations; Zero Equilibrium State; Stabilizing Feedback Gain; Multiplicative White Noise (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8663-3_5

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DOI: 10.1007/978-1-4614-8663-3_5

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