Related papers: Integrability of Riccati equation from a group the…
In this work, we study generalized entropies and information geometry in a group-theoretical framework. We explore the conditions that ensure the existence of some natural properties and at the same time of a group-theoretical structure for…
Using the Chiellini condition for integrability we derive explicit solutions for a generalized system of Riccati equations $\ddot{x}+\alpha x^{2n+1}\dot{x}+x^{4n+3}=0$ by reduction to the first-order Abel equation assuming the parameter…
The number of subgroups and the number of cyclic subgroups are natural combinatorial invariants of a finite group. We investigate how restrictions on these quantities, together with the number of distinct prime divisors of $|G|$, enforce…
We apply an integral inequality to obtain a rigorous apriori estimate of the accuracy of the partial sum to the power series solution of the celebrated Riccati-Bernoulli differential equation
We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinitely many families of solutions. An analysis of these…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…
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…
Let $G$ be a finite group. In this short note, we give a criterion of nilpotency of $G$ based on the existence of elements of certain order in each section of $G$.
In this paper we treat the time evolution of unitary elements in the N level system and consider the reduced dynamics from the unitary group U(N) to flag manifolds of the second type (in our terminology). Then we derive a set of…
We consider the group property of being icc. We give several examples of icc groups and study its stability under usual algebraic constructions.
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…
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…
Using the q-version of the Darboux transform we obtain the general solution of q-difference Riccati equation from a special one by the action of one-parameter group. This allows us to construct the solutions for the latge class of…
The new integrable mapping with a simple geometric interpretation is presented. This mapping arise from the nonlinear superposition principle for the B\"acklund transformations of some vector evolution equation.
This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati…
A new approach with the Riccati equation method is used to obtain a non oscillation criterion for extended quasi linear Hamiltonian systems.
The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…
We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…