The Riccati Equation
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In this chapter we wish to apply approximation techniques to the study of one of the fundamental equations of mathematical analysis, the first order nonlinear ordinary differential equation.
KeywordsRiccati Equation Linear Differential Equation Differential Inequality High Order Approximation Positive Definite Matrice
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Bibliography and Comments
- Bellman, R,:1970, Methods of Nonlinear Analysis, vol I & II, Academic Press, N.Y.Google Scholar
- Bellman, R.:1978, “Quasilinearization and the Matrix Riccati Equation”, JMAA, 64,1, 106–113Google Scholar
- Bellman, R. and R. Kalaba,:1965, Quasi-linear ization and Nonlinear Boundary Value Problems, American Elsevier, N.Y.Google Scholar