Solve Riccati Equation: Tips & Solutions w/Mathematica 5

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How can the Riccati equation of the form
\frac{dy(x)}{dx}=\cos \omega x +\alpha y(x) -4\cos \omega x y^{2}(x)
be solved? I have tried using Mathematica 5 and I can't solve it! PLEASE HELP
 
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