Related papers: The Riccati Characteristic Equation
In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
A generalization of the already studied transformations of the linear differential equation into a system of the first order equations is given. The proposed transformation gives possibility to get new forms of the N-dimensional system of…
In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary…
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
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…
A superposition rule is a particular type of map that enables one to express the general solution of certain systems of first-order ordinary differential equations, the so-called Lie systems, out of generic families of particular solutions…
The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…
Riccati differential equations is the class of first-order and quadratic ordinary differential equations and has various applications in the systems and control theory. In this paper, we analyze a switched Riccati differential equation that…
We associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…
In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
The systems of differential equations whose solutions coincide with Bethe ansatz solutions of generalized Gaudin models are constructed. These equations we call the {\it generalized spectral Riccati equations}, because the simplest equation…
We revisit and extend the Riccati theory, unifying continuous-time linear-quadratic optimal permanent and sampled-data control problems, in finite and infinite time horizons. In a nutshell, we prove that:-- when the time horizon T tends to…
In this paper we investigate the isochronicity and linearizability problem for a cubic polynomial differential system which can be considered as a generalization of the Riccati system. Conditions for isochronicity and linearizability are…
In this Chapter, using Riccati equation as our main example, we tried to demonstrate at least some of the ideas and notions introduced in Chapter 1 - integrability in quadratures, conservation laws, etc. Regarding transformation group and…