Stochastic HJB Equations and Regular Singular Points [PDF]
, 2018 IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
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Learning by Population Genetics and Matrix Riccati Equation. [PDF]
Entropy (Basel), 2023 Kozyrev S.
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Chandrasekhar equations for infinite dimensional systems [PDF]
Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in
Ito, K., Powers, R. K.
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Analytical study of reaction diffusion Lengyel-Epstein system by generalized Riccati equation mapping method. [PDF]
Sci Rep, 2023 Ahmed N +7 more
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Helmoltz problem for the Riccati equation from an analogous Friedmann equation. [PDF]
Eur Phys J C Part Fields, 2022 Faraoni V.
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Quantum Painlev\'e II solution and Approximated analytic solution of the Yukawa Potential
, 2014 We show that one dimensional non-stationary Schr\"odi-nger equation with a specific choice of potential reduces to the quantum Painlev\'e II equation and the solution of its Riccati form appears as a dominant term of that potential. Further, we show that
Mahmood, Irfan
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Well-posedness of Stochastic Riccati Equations and Closed-Loop Solvability for Stochastic Linear Quadratic Optimal Control Problems [PDF]
, 2018 Qi Lü
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Gradient-augmented Supervised Learning of Optimal Feedback Laws Using State-Dependent Riccati Equations [PDF]
, 2021 Giacomo Albi, Sara Bicego, Dante Kalise
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Riccati Differential Equations [PDF]
Journal of Dynamic Systems, Measurement, and Control, 1975 William T. Reid, David Jordan
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Riccati Differential Equation for Hypergeometric Differential Equation
Rendiconti del Seminario Matematico della Università di Padova, 2012 In this paper, we study the solutions of Riccati differential equation corresponding to p -adic differential equations which are solvable on the generic disc.
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