By Gerhard Jank
The authors current the speculation of symmetric (Hermitian) matrix Riccati equations and give a contribution to the advance of the speculation of non-symmetric Riccati equations in addition to to yes periods of coupled and generalized Riccati equations happening in differential video games and stochastic keep watch over. the amount deals an entire remedy of generalized and paired Riccati equations. It bargains with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with distinct emphasis on these equations showing up to speed and structures conception. Extensions to Riccati conception enable to take on strong keep watch over difficulties in a unified approach.
The publication makes to be had classical and up to date effects to engineers and mathematicians alike. it really is available to graduate scholars in arithmetic, utilized arithmetic, keep watch over engineering, physics or economics. Researchers operating in any of the fields the place Riccati equations are used can locate the most effects with the correct mathematical background.