Related papers: Notes on the Riccati operator equation in open qua…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
In this article we discuss the solvability of some class of fully nonlinear equations, and equations with p-Laplacian in more general conditions by using a new approach given in [1] for studying the nonlinear continuous operator. Moreover…
In this note we give some remarks and improvements on a recent paper of us [3] about an optimization problem for the $p-$Laplace operator that were motivated by some discussion the authors had with Prof. Cianchi.
In this work, we present an abstract theory for the approximation of operator-valued Riccati equations posed on Hilbert spaces. It is demonstrated here that the error of the approximate solution to the operator-valued Riccati equation is…
The problem of linearization by point transformations is solved for equations in the generalized Riccati and Abel chain of order not exceeding the fourth. It is shown in particular that nonlinear third order and fourth order equations from…
In this short note, we improve the famous Reid Inequality related to linear operators.
This note considers fairly general quasi-homogeneous systems of first-order nonlinear ODEs and homogeneous systems of second-order nonlinear ODEs that contain arbitrary functions of several arguments. It presents several exact solutions to…
We derive some analytic closed-form solutions for a class of Riccati equation y'(x)-\lambda_0(x)y(x)\pm y^2(x)=\pm s_0(x), where \lambda_0(x), s_0(x) are C^{\infty}-functions. We show that if \delta_n=\lambda_n s_{n-1}-\lambda_{n-1}s_n=0,…
This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energy to drive a fixed stationary state x = 0 into an arbitrary…
Using the Riccati transformation techniques, we will extend some almost oscillation criteria for the second-order nonlinear neutral difference equation with quasidifferences $$\Delta\left(r_n\left(\Delta \left(x_n+c…
In this short paper, we prove that the Bochner integral form of the operator-valued Riccati equation has a unique solution if and only if its mild form has a unique solution. This implies that the mild and Bochner integral forms of this…
The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of linear four dimensional hamiltonian systems. An oscillatory and two non oscillatory criteria are proved. On an example the obtained…
In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…
The existence of a Lagrangian description for the second-order Riccati equation is analyzed and the results are applied to the study of two different nonlinear systems both related with the generalized Riccati equation. The Lagrangians are…
We study algebraic solutions of the Riccati equation over the field of rational functions $\mathbb C(t)$, and over the elliptic function field $\mathbb C(\wp,\wp^\prime)$.
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
The Dirac equation is considered in the background of potentials of several types, namely scalar and vector-potentials as well as "Dirac-oscillator" potential or some of its generalisations. We investigate the radial Dirac equation within a…
The general conditions under which the quadratic, uniform and monotonic convergence in the quasilinearization method of solving nonlinear ordinary differential equations could be proved are formulated and elaborated. The generalization of…