Exponential of an integrated matrix

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I am starting to read about Floquet theory and its basic setup

$\dot{x} = A(t) x$

where $A(t)$ is a $N$-dimensional $T$-periodic bounded square matrix for all $t$ and $x \in \mathbb{R}^N$.

I was wondering why I do not (yet) see the solution

$x(t) = e^{\int_0^t A(s) ds} x(0)$

written anywhere. Here, I use the matrix exponential. Is there something wrong with this construction?