Email this article Comparison theorem for a class of Riccati differential equations and its application
- Authors: Palamarchuk E.S.1,2
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Affiliations:
- Central Economics and Mathematics Institute
- National Research University Higher School of Economics
- Issue: Vol 52, No 8 (2016)
- Pages: 981-986
- Section: Ordinary Differential Equations
- URL: https://journal-vniispk.ru/0012-2661/article/view/153958
- DOI: https://doi.org/10.1134/S0012266116080036
- ID: 153958
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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.
About the authors
E. S. Palamarchuk
Central Economics and Mathematics Institute; National Research University Higher School of Economics
Author for correspondence.
Email: e.palamarchuck@gmail.com
Russian Federation, Moscow; Moscow
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