Convergence analysis for the exponential Lie splitting scheme applied to the abstract differential Riccati equation
We consider differential Riccati equations (DREs). These equations arise in many areas and are very important within the field of optimal control. In particular, DREs provide the crucial link between the state and the optimal input in the solution of linear quadratic regulator (LQR) problems. For the approximation of the solutions to DREs we consider the recently introduced splitting methods, wit
