Extended algebraic Riccati equations in the abstract hyperbolic case (Q1570460)
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English | Extended algebraic Riccati equations in the abstract hyperbolic case |
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Extended algebraic Riccati equations in the abstract hyperbolic case (English)
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10 May 2001
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The paper is concerned with the optimal quadratic cost problem over an infinite (time) horizon, and the related algebraic Riccati equation, associated with the abstract equation \[ y_t= Ay+ Bu\in [{\mathcal D}(A^*)]',\quad y(0)= y_0\in Y, \] subject to the hypothesis of the abstract hyperbolic dynamics and with a fully unbounded control operator \(B\). The cost function is \[ J(u,y)= \int^\infty_0 [\|Ry(t)\|^2_Y+ \|u(t)\|^2_U] dt,\quad R\in{\mathcal L}(Y), \] where \(U\) (control) and \(Y\) (state) are two separable Hilbert spaces, and the optimal control problem is \[ \text{minimize} J(u,y)\text{ over all }u\in L_2(0,\infty; U). \] The paper studies this optimal control problem and the related algebraic Riccati equation on \({\mathcal D}(A)\) in the abstract hyperbolic case and provides a quantitative analysis, based on a regularization/approximation approach, of how to achieve a suitable extension of \(B\) so that the algebraic Riccati equation is satisfied on \({\mathcal D}(A)\). The theory presented is illustrated by a computable example.
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hyperbolic-like equation
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optimal quadratic cost problem
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algebraic Riccati equation
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optimal control
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