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Authors: VASILE DRĂGAN, IOAN-LUCIAN POPA.
DOI: 10.24193/subbmath.2021.1.14
Published Online: 2021-03-20
Published Print: 2021-03-30
pp. 159-177
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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.
Keywords: Generalized Riccati equations, stabilizing solution, the periodic case, characteristic multipliers.
