A spectral criterion for the existence of the stabilizing solution of a class of Riccati type differential equations with periodic coefficients
DOI:
https://doi.org/10.24193/subbmath.2021.1.14Keywords:
Generalized Riccati equations, stabilizing solution, the periodic case, characteristic multipliers.Abstract
In this paper, we investigate the existence and uniqueness of a stabilizing solution to a periodic backward nonlinear differential equation. This class of nonlinear equations includes as special cases many of the continuous-time Riccati equations arising both in deterministic and stochastic linear quadratic (LQ) type control problems.
Mathematics Subject Classification (2010): 49N10, 93E20.
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