A spectral criterion for the existence of the stabilizing solution of a class of Riccati type differential equations with periodic coefficients

Abstract

In this paper, we investigate the existence and uniqueness of a stabilizing solution to a periodic backward nonlinear differential equation.
This class of nonlinear equations includes as special cases many of the continuous-time Riccati equations arising both in deterministic and stochastic linear quadratic (LQ) type control problems.