The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equati

Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equation has been widely studied in the subsequent centuries. S

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublishe

The only monograph on the topic, this book concerns geometric methods in the theory of differential equations with quadratic right-hand sides, closely related t

The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric