Abstract
We give a new proof for the convergence of the solution of a terminal value problem for the periodic Riccati differential equation towards its strong solution as t → −∞. The proof is mainly based on well-known comparison results and also on an explicit representation formula for the solution that reflects precisely the dependence on the terminal value. Moreover, we give sufficient conditions for the existence of a periodic solution of the differential equation. Similar results are derived for the discrete-time Riccati equation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
