Bounded solutions of a class of Riccati matrix equations (Q1382905)
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scientific article; zbMATH DE number 1131845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded solutions of a class of Riccati matrix equations |
scientific article; zbMATH DE number 1131845 |
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Bounded solutions of a class of Riccati matrix equations (English)
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24 March 1998
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The paper deals with the Riccati matrix equation \[ {dp\over dt}+ p^2= Q(t),\quad 0\leq t<\infty.\tag{1} \] The right-hand side is a square \(m\)-dimensional continuous matrix-valued function with nonpositive nondiagonal terms, satisfying the following conditions \[ \sum^m_{j= 1} Q_{ij}\geq 0;\quad 0<\sup_t Q_{ij}(t)<\infty,\quad i=1,2,\dots,m. \] The main result may be formulated as follows: Equation (1) has a bounded solution on \([0,\infty)\) with nonnegative nondiagonal terms, and \[ \sum^m_{j= 1} p_{ij}\leq 0,\quad i=1,2,\dots,m. \]
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growth
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boundedness
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comparison of solutions
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Riccati equation
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matrix equations
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bounded solutions
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