A Matrix Differential Equation of Riccati Type
From MaRDI portal
Publication:5839038
DOI10.2307/2371835zbMath0061.16910OpenAlexW2328667523WikidataQ115228933 ScholiaQ115228933MaRDI QIDQ5839038
Publication date: 1946
Published in: American Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2371835
Related Items (26)
On sensitivity in multivariate non-stationary systems ⋮ The breakdown of solutions of quasilinear first order systems of partial differential equations ⋮ Computing continuous numerical solutions of matrix differential equations ⋮ Controllability and observability of complex \([r\)-matrix time-varying impulsive systems] ⋮ Hypercomplex analysis and integration of systems of ordinary differential equations ⋮ Oscillatory Properties of Certain Nonlinear Matrix Differential Systems of Second Order ⋮ Polynomial differential equations over the quaternions ⋮ A Note on Trigonometric Matrices ⋮ Finite dimensional characteristic functions of Brownian rough path ⋮ Output controllability in a long-time horizon ⋮ Subsampling in ensemble Kalman inversion ⋮ Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions ⋮ On Zorawski's condition for a velocity field in one frame to be steady in a second frame ⋮ Über polynomiale, insbesondere Riccatische, Differentialgleichungen mit Fundamentallösungen. (On polynomials, especially Riccati polynomials, differential equations with fundamental solutions) ⋮ Quadratic time dependent Hamiltonians and separation of variables ⋮ Geometric constrained variational calculus. II: The second variation (Part I) ⋮ An elementary sufficiency proof of an absolute minimum for a nonparametric variational problem ⋮ Social Balance and the Bernoulli Equation ⋮ On the stability of a differential Riccati equation for continuous-discrete observers ⋮ Geometric constrained variational calculus. III: The second variation (Part II) ⋮ Characterization of optimal feedback for stochastic linear quadratic control problems ⋮ Comparison theorems for canonical systems of differential equations ⋮ Oscillation Criteria for Self-Adjoint Differential Systems ⋮ New conditions for boundedness of the solution of a matrix Riccati differential equation ⋮ On the Matrix Riccati Equation ⋮ A Note on Matrix Riccati Systems
This page was built for publication: A Matrix Differential Equation of Riccati Type
