Damm, T.T.DammJacob, B.B.Jacob2022-03-062022-03-062020https://publica.fraunhofer.de/handle/publica/265801We introduce a coercivity condition as a time domain analogue of the frequency criterion provided by the famous Kalman-Yakubovich-Popov lemma. For a simple stochastic linear quadratic control problem we show how the coercivity condition characterizes the solvability of Riccati equations.en003006519journal article