Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term
The author gives necessary and sufficient conditions for existence of positive definite and negative definite solutions to algebraic Riccati equations. He gives examples of optimization problems in game and control theory giving rise to these equations. He gives explicit formulas for solutions and also a quadratically converging iterative algorithm. His methods include integral transforms and retranslating the problem into control theory.
positive definite and negative definite solutions
scientific article; zbMATH DE number 92898