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.
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Original Russian Text © E.S. Palamarchuk, 2016, published in Differentsial’nye Uravneniya, 2016, Vol. 52, No. 8, pp. 1020–1025.
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Palamarchuk, E.S. Comparison theorem for a class of Riccati differential equations and its application. Diff Equat 52, 981–986 (2016). https://doi.org/10.1134/S0012266116080036
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DOI: https://doi.org/10.1134/S0012266116080036