Bøger af Gerhard Freiling

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control.

The theory of partial differential equations of mathematical physics is an important field of study in applied mathematics. This lecture notes present an approach based on the mathematical problems and their related solutions. It provides students with fundamental concepts, underlying principles, the techniques and methods of solution.

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control.