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


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Resumo

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.

Sobre autores

E. Palamarchuk

Central Economics and Mathematics Institute; National Research University Higher School of Economics

Autor responsável pela correspondência
Email: e.palamarchuck@gmail.com
Rússia, Moscow; Moscow

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