On a class of rational matrix differential equations arising in stochastic control.
type: Item
instance of: scholarly article
title: On a class of rational matrix differential equations arising in stochastic control.
zbMATH Open document ID: 1070.34054
DOI: 10.1016/S0024-3795(02)00651-1
author: A. Hochhaus
author: Gerhard Freiling
published in: Linear Algebra and its Applications
publication date: 2004-03-14T00:00:00Z
review text: The authors investigate a class of generalized Riccati equations appearing in stochastic control theory. These so-called rational matrix differential equations are studied. A new comparison theorem is obtained. Also various sufficient conditions for the asymptotic behaviour of solutions are provided.
reviewed by: Marc Quincampoix
Mathematics Subject Classification ID: 34C10
Mathematics Subject Classification ID: 34A34
Mathematics Subject Classification ID: 34D05
zbMATH DE Number: 2056676
zbMATH Keywords: rational matrix differential equations
zbMATH Keywords: generalized Riccati differential equations
zbMATH Keywords: generalized stabilizability and detectability
zbMATH Keywords: comparison theorem
zbMATH Keywords: existence and convergence results
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2056676