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Comparison theorem for a class of Riccati differential equations and its application

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Abstract

We prove a comparison theorem for the solutions of Riccati matrix equations in which the diagonal entries of the matrix multiplying the linear term are perturbed by a bounded function. This theorem is used to study optimal trajectories in a pollution control problem stated in the form of a linear regulator over an infinite time horizon with a discount function of the general form.

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Authors and Affiliations

  1. Central Economics and Mathematics Institute, Russian Academy of Sciences, Moscow, Russia

    E. S. Palamarchuk

  2. National Research University Higher School of Economics, Moscow, Russia

    E. S. Palamarchuk

Authors
  1. E. S. Palamarchuk
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Correspondence to E. S. Palamarchuk.

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Original Russian Text © E.S. Palamarchuk, 2016, published in Differentsial’nye Uravneniya, 2016, Vol. 52, No. 8, pp. 1020–1025.

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Palamarchuk, E.S. Comparison theorem for a class of Riccati differential equations and its application. Diff Equat 52, 981–986 (2016). https://doi.org/10.1134/S0012266116080036

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  • DOI: https://doi.org/10.1134/S0012266116080036

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