"A spectral criterion for the existence of the stabilizing solution of a class of Riccati type differential equations with periodic coefficients"
2021 ◽
Vol 66
(1)
◽
pp. 159-177
Keyword(s):
"In this paper, we investigate the existence and uniqueness of a stabilizing solution to a periodic backward nonlinear differential equation. This class of nonlinear equations includes as special cases many of the continuous-time Riccati equations arising both in deterministic and stochastic linear quadratic (LQ) type control problems."
2001 ◽
Vol 26
(7)
◽
pp. 437-444
2012 ◽
Vol 55
(2)
◽
pp. 285-296
◽
2013 ◽
Vol 2013
◽
pp. 1-5
◽
2013 ◽
Vol 51
(4)
◽
pp. 2809-2838
◽