Finite time linear quadratic control for weakly regular linear systems

DOI10.1093/IMAMCI/18.3.405MaRDI QIDQ2745704zbMATH OpenOpenAlexFDO

Authors Mingchu Gao, Jinchuan Hou

Publication date 7 May 2002

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/18.3.405

zbMATH Keywords

finite time LQ control problemoptimal cost operatorRiccati equationweakly regular systemswell posedness

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Linear-quadratic optimal control problems (49N10) Control/observation systems in abstract spaces (93C25)

Review text

The authors study the finite time LQ control problem for weakly regular linear systems with unbounded input and output operators. They prove that the LQ problem has a unique solution for every initial state without the assumption that the system is stable or is jointly stabilizable or detectable. Moreover they obtain a formula for the optimal cost operator and show that it satisfies a differential Riccati equation. The reported results seem to be stronger than those obtained by \textit{M. Weiss} and \textit{G. Weiss} [Math. Control Signals Syst. 10, 287-330 (1997; Zbl 0884.49021)].

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