The geometry of the riccati equation

DOI10.1080/17442507308833105zbMath0275.93042OpenAlexW2010130422MaRDI QIDQ4401295

J. Rodriguez-Canabal

Publication date: 1973

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507308833105

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Existence theories in calculus of variations and optimal control (49J99)

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Cites Work

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• Determination of the inertia of a partitioned Hermitian matrix
• On the matrix Riccati equation
• Matrix Quadratic Solutions
• On a Matrix Riccati Equation of Stochastic Control