Orbit structure of Hamiltonian systems arising from lie transformation group actions

This paper associates the Riccati group and its group action on linear-quadratic optimal control problems to the action of a Lie transformation group on a set of Hamiltonian matrices. In this Lie theoretic setting results are presented concerning the associated orbit structure and the structure of the group itself. These results are of importance in understanding the solution structure of matrix Riccati differential equations, and thus also of importance in linear-quadratic optimal control.