矩阵Riccati微分方程解的整体存在及其近似求解方法

On the Existence Theorem of Global Solutions forMartix Riccati Differential Equation andits Method of Approximation

利用线性二次型最优控制问题的最优线性反馈律,证明矩阵Riccati微分方程(带终值条件)

Using the linear optimal feedback law of the linear-quadratic optimal control problem, The global existemce of the solutions at [α0,T] for matrix Ricati differential equation was proved and the method of solving WHS given appoximately.