%0 Journal Article %A Larin, Vladimir B. %D 2016 %I Begell House %K control problem, generalized Riccati equations, maximal solutions, algorithms of finding, linear matrix inequalities %N 11 %P 1-6 %R 10.1615/JAutomatInfScien.v48.i11.10 %T On Solution of the Generalized Riccati Equations %U https://www.dl.begellhouse.com/journals/2b6239406278e43e,7da61c1f2410f3c3,5049a5734f1d80c4.html %V 48 %X The procedures, appearing while the synthesis of the optimal control of linear time-invariant systems, are considered. The algorithms of finding the maximal solutions of the generalized Riccati equations, arising both in the problems with continuous and with discrete time, are presented. These algorithms are based on the procedures of linear matrix inequalities. %8 2017-03-16