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Solution of the Riccati equation
In Chapter 2 we have discussed various optimal and worst-case stabilization problems for linear stochastic control systems and reformulated them in...
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State-dependent Riccati equation feedback stabilization for nonlinear PDEs
The synthesis of suboptimal feedback laws for controlling nonlinear dynamics arising from semi-discretized PDEs is studied. An approach based on the...
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ON THE REDUCTION OF SOME GENERAL RICCATI-TYPE EQUATIONS
The first part of the paper presents a unique reduction of some general Riccati-type differential equation to the general Bernoulli-type equation....
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Coexistence of limit cycles in a septic planar differential system enclosing a non-elementary singular point, using Riccati equation
We give a new family of planar polynomial differential systems of degree seven with a non elementary point at the origin. We show the integrability...
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Uniqueness for Riccati equations with application to the optimal boundary control of composite systems of evolutionary partial differential equations
In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions...
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Positivity Preserving Exponential Integrators for Differential Riccati Equations
A large class of differential Riccati equations (DREs) satisfy positivity property in the sense that the time-dependent solution preserves for any...
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On a Non-Linear Differential-Integral Equation
AbstractExact analytical solutions to a non-linear differential-integral equation that appears in a stochastic optimal control problem are given. The...
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A Collocation Method for Solving Proportional Delay Riccati Differential Equations of Fractional Order
A numerical technique is presented to find an approximate solution of proportional delay Riccati differential equations of fractional order. This...
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A class of fixed point iteration for the coupled algebraic Riccati equation
In this paper, we consider the positive solution of the coupled algebraic Riccati equation. If this equation has a positive solution, the existence...
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A class of ADI method for the nonsymmetric coupled algebraic Riccati equations
The coupled algebraic Riccati equations have wide range of applications in the fields such as control theory and etc. In this paper we consider...
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Spectral Collocation Approach with Shifted Chebyshev Third-Kind Series Approximation for Nonlinear Generalized Fractional Riccati Equation
This study presents a new efficient collocation approach to handle the nonlinear generalized fractional Riccati equation. The linearization formula...
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Riccati-Type Equations Associated with Higher Order Ordinary Differential Equations
It is shown, similarly as the solution of the Riccati equation can be given via quotients of two linear independent solutions of the second order...
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Oscillation and Asymptotic Behavior of the Third-Order Neutral Differential Equation with Dam** and Distributed Deviating Arguments
This article focuses on the oscillation and asymptotic behavior of the third-order neutral differential equation with dam** and distributed...
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Hereditary Riccati Equation with Fractional Derivative of Variable Order
The Riccati differential equation with a fractional derivative of variable order is considered. A derivative of variable fractional order in the...
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Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost...
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Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications
This paper is concerned with both nonzero-sum and zero-sum Stackelberg stochastic differential games on a finite horizon in feedback information...
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On a Nonlinear Second-Order Ordinary Differential Equation
AbstractWe consider a nonlinear second-order ordinary differential equation of a special form whose particular case arises when constructing exact...
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Oscillatory criteria of noncanonical even-order differential equations with a superlinear neutral term
The oscillatory behavior of solutions of an even-order differential equation with a superlinear neutral term is considered using Riccati and...
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Oscillation of linear and half-linear differential equations via generalized Riccati technique
In this paper, we analyse the oscillation of second-order half-linear differential equations whose coefficients are given by the products of...