Abstract
We present comparison and global existence theorems for solutions of generalized matrix Riccati differential and difference equations. Moreover we obtain existence and comparison results for the maximal solutions of the corresponding generalized algebraic Riccati equations. For the symplectic matrix Riccati differential equation we derive sufficient conditions ensuring the global existence of the solutions of the corresponding initial value problems.
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Freiling, G., Jank, G. Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations. Journal of Dynamical and Control Systems 2, 529–547 (1996). https://doi.org/10.1007/BF02254701
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DOI: https://doi.org/10.1007/BF02254701