Paper Info
Title
Linear Quadratic Optimal Control of Time-Varying Systems with Indefinite Costs on Hilbert Spaces
Abstract
.   In this paper we consider time-varying linear systems on Hilbert spaces and study the linear quadratic optimal control problem with an indefinite performance criterion over an infinite time interval. An example shows that in contrast to the finite-dimensional situation, in general, the solvability of the optimal control problem does not imply the solvability of the associated integral Riccati equation. Using an operator theoretic approach towards the time-varying integral Riccati equation, we derive equivalent conditions for the solvability of both problems.
Year
DOI
Venue
1999
10.1007/PL00009850
MCSS
Keywords
Field
DocType
Key words. Infinite-dimensional system,Time-varying system,Mild evolution operator,Riccati equation,Optimal control problem.
Hilbert space,Mathematical optimization,Optimal control,Linear system,Linear-quadratic-Gaussian control,Control theory,Operator (computer programming),Riccati equation,Algebraic Riccati equation,Linear-quadratic regulator,Mathematics
Journal
Volume
Issue
ISSN
12
2
0932-4194
Citations 
PageRank 
References 
0
0.34
0
Authors
1
Name
Order
Citations
PageRank
Birgit Jacob172.01