The convergence of the solution of a matrix Riccati equation to the maximal stationary solution in the critical case

DOI10.1023/A:1014843223825zbMath1040.49035OpenAlexW61202597MaRDI QIDQ1874844

L. A. Safonov, V. V. Strygin

Publication date: 25 May 2003

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014843223825

zbMATH Keywords

optimal controlquadratic objective functionalCauchy problem for matrix Riccati differential equationdynamical system on Grassmannian manifoldminimal and maximal stationary solutionsminimization problem for convex functionalssymmetric stationary solutions

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Stability of solutions to ordinary differential equations (34D20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15)

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Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution

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