A spectral criterion for the existence of the stabilizing solution of a class of Riccati type differential equations with periodic coefficients

Vasile Dragan, Lucian Popa


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.

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DOI: http://dx.doi.org/10.24193/subbmath.2021.1.14


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