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

被引：1

作者：

Palamarchuk, E. S. ^{[1
,2
]}

机构：

[1] Russian Acad Sci, Cent Econ & Math Inst, Moscow, Russia

[2] Natl Res Univ, Higher Sch Econ, Moscow, Russia

来源：

DIFFERENTIAL EQUATIONS | 2016年 / 52卷 / 08期

关键词：

D O I：

10.1134/S0012266116080036

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：981 / 986

页数：6

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