%0 Journal Article
%T Matrix Riccati Equations in Optimal Control
%A Malick Ndiaye
%J Applied Mathematics
%P 199-213
%@ 2152-7393
%D 2024
%I Scientific Research Publishing
%R 10.4236/am.2024.153011
%X In this paper, the matrix Riccati equation is considered. There is no general way for solving the matrix Riccati equation despite the many fields to which it applies. While scalar Riccati equation has been studied thoroughly, matrix Riccati equation of which scalar Riccati equations is a particular case, is much less investigated. This article proposes a change of variable that allows to find explicit solution of the Matrix Riccati equation. We then apply this solution to Optimal Control.
%K Optimal Control
%K Matrix Riccati Equation
%K Change of Variable
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=132172