Abstract
We consider an infinite dimensional linear controlled Ito system with almost periodic coefficients and two--sided average cost. Under stabilizability and detectability assumptions we prove that the unique bounded solution of the associated Riccati equation is almost periodic.
Citation
Giuseppe Da Prato. Constantin Tudor. "Almost periodic solutions of infinite-dimensional Riccati equations." Differential Integral Equations 8 (3) 567 - 575, 1995. https://doi.org/10.57262/die/1369316506
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