No label defined (Q4339035)

Let \(X\) be a Hilbert space, \(t_0\), \(T\in\mathbb{R}\), \(\{e^{tA}: t\geq 0\}\) a generalized \(C_0\)-semigroup, \(U\) a Hilbert space. \(Q(\cdot), W(\cdot):X\to\mathbb{R}\) and \(R(\cdot):U\to\mathbb{R}\) are second-order Fréchet continuous differentiable functions. The author considers the linear-nonquadratic optimal control problem. LNQP: Find \(\widehat u(\cdot)\in U\equiv L^2(t_0,T,U)\) such that \[ J(\widehat u)=\inf\{J(u)\mid u\in U\}, \] where \[ J(u)= \int^T_{t_0} [Q(x(t))+ R(u(t))]dt+ W(x(T)), \] subject to \[ x(t)= e^{(t-t_0)A}x_0+ \int^A_{t_0}e^{(t-\tau)A} B(u(\tau))d\tau,\quad t\in[t_0, T]. \] He establishes the sufficient condition for the existence of solution of LNQP, introduces an integral quasi-Riccati equation, and establishes the relationship between the solutions of LNQP and integral quasi-Riccati equation.