Computing periodic solutions of Riccati differential equations

DOI10.1016/0096-3003(80)90017-XzbMath0428.65049OpenAlexW2031578379MaRDI QIDQ1137360

David A. Sánchez

Publication date: 1980

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(80)90017-x

zbMATH Keywords

periodic solutionsRiccati differential equation

Mathematics Subject Classification ID

Periodic solutions to ordinary differential equations (34C25) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Periodic and constant solutions of matrix Riccati differential equations: n = 2 ⋮ Unnamed Item ⋮ Exponentially fitted one-step methods for the numerical solution of the scalar Riccati equation ⋮ New doubling algorithm for the discrete periodic Riccati equation

Cites Work

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• The Riccati equation: Initial values and inequalities
• Second-variation methods in periodic optimization
• Series solution of matrix Riccati equation
• A Note on Periodic Solutions of Riccati-Type Equations