We consider Riccati matrix differential algebraic equations arising
from singular or descriptor control problems. We discuss solvability of
such equations under different conditions. In order to apply numerical methods
for differential algebraic systems one has to transform the equation.
Unfortunately then these equations have a linear part, which is described
by a singular pencil and thus, the usual integration methods do not apply.
Under some conditions, which we discuss, these singularities can be removed
by a preprocessing algorithm and the equation can then be solved by well-known
methods for differential algebraic systems like DASSL of L. Petzold or LIMEX
of Deuflhard, Hairer and Zugck. We discuss the numerical procedures and give
some numerical examples.     