On Solutions of the Riccati Equation in Optimization Problems

Bernard Friedland

Research output: Contribution to journalArticlepeer-review

11 Scopus citations


The difference D between two solutions S and M of the matrix Riccati equation [formula omitted] is given by D=RQ-1R’, where [formula omitted] and [formula omitted]. These relations can be used to evaluate M(t) for t < T arising in optimization problems in which M(T) does not exist. The relations can also be used to compare the solution of the Riccati equation with its asymptotic solution.

Original languageEnglish (US)
Pages (from-to)303-304
Number of pages2
JournalIEEE Transactions on Automatic Control
Issue number3
StatePublished - Jun 1967
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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