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• W2020036480 abstract "In this paper we consider the matrix Riccati differential equation (RDE) that arises from linear-quadratic (LQ) optimal control problems. In particular, we establish explicit closed formulae for the solution of the RDE with a terminal condition using particular solutions of the associated algebraic Riccati equation. We discuss how these formulae change as assumptions are progressively weakened. An application to LQ optimal control is briefly analysed." @default.
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• W2020036480 date "2010-02-01" @default.
• W2020036480 modified "2023-10-09" @default.
• W2020036480 title "On the solution of the Riccati differential equation arising from the LQ optimal control problem" @default.
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• W2020036480 doi "https://doi.org/10.1016/j.sysconle.2009.12.006" @default.
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