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Global Solvability Criterion for Matrix Riccati Equations
Gevorg A. Grigorian
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Keywords: Matrix Riccati equations, Nonnegative (positive) definiteness, Hermitian matrices, The Liouville's formula
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2025 Volume 68 Issue 1 Pages 119-130

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Abstract

A new approach is used to obtain a global solvability criterion for matrix Riccati equations. It is shown that the obtained result is an extension of a result derived from a comparison theorem for matrix Riccati equations. Two corollaries were drawn from the obtained result as well.

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© 2025 by the Division of Functional Equations, The Mathematical Society of Japan
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