A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms

DOI10.1137/0519105zbMath0663.65076OpenAlexW2034099450MaRDI QIDQ3814696

Hisham Abou-Kandil, Lucas Jodar

Publication date: 1988

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0519105

zbMATH Keywords

convergenceiterative algorithmsuccessive approximation methoderror boundRiccati differential equationsmatrix differential systemcovergence interval

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) Numerical methods for initial value problems involving ordinary differential equations (65L05) Control/observation systems governed by ordinary differential equations (93C15) Numerical analysis in abstract spaces (65J99)

Related Items (13)

Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations ⋮ Numerical solutions of second-order matrix models using cubic-matrix splines ⋮ Magnus integrators for solving linear-quadratic differential games ⋮ Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs ⋮ Exact computable solution of a class of strongly coupled Riccati equations ⋮ Explicit solutions of Riccati equations appearing in differential games ⋮ Explicit solutions of Riccati equations appearing in differential games ⋮ On the Floquet-Magnus expansion: applications in solid-state nuclear magnetic resonance and physics ⋮ Advanced type coupled matrix Riccati differential equation systems with Kronecker product ⋮ Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations. ⋮ Necessary conditions for constant solutions of coupled Riccati equations in Nash games ⋮ Exact solution of a class of strongly coupled Riccati matrix differential equations ⋮ Solving coupled Riccati matrix differential systems

This page was built for publication: A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms