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A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control

  • Vasile Dragan
  • Toader Morozan
  • Adrian-Mihail Stoica
Chapter

Abstract

In many control problems, both in deterministic and in stochastic framework, a crucial role is played by a class of nonlinear matrix differential equations or nonlinear matrix algebraic equations known as matrix Riccati equations.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Vasile Dragan
    • 1
  • Toader Morozan
    • 1
  • Adrian-Mihail Stoica
    • 2
  1. 1.Institute of Mathematics of the Romanian AcademyBucharestRomania
  2. 2.University Politechnica of BucharestBucharestRomania

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