Global existence and stability of solutions of matrix Riccati equations

DOI10.1006/jmaa.2000.7058zbMath0984.34041OpenAlexW2067431272MaRDI QIDQ5938640

Jonq Juang

Publication date: 28 April 2002

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a388149ecb8ad8d1bf5f92ec7059b22aac02de6c

zbMATH Keywords

stabilityglobal existence of solutionsglobal positive solutionmatrix Riccati equations

Mathematics Subject Classification ID

Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Global stability of solutions to ordinary differential equations (34D23)

Related Items (8)

On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation ⋮ An improvement of the Newton method for solving symmetric algebraic Riccati equations ⋮ Quadratic vector equations ⋮ About a fixed‐point‐type transformation to solve quadratic matrix equations using the Krasnoselskij method ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents ⋮ Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution ⋮ The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

Cites Work

• Computation of the asymptotic states for linear half space kinetic problems
• An investigation of a simple transport model
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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