Linear quadratic control problem without stabilizability
[For the entire collection see Zbl 0755.00020.] From the introduction: ``This paper deals with the linear quadratic optimal control problem over an infinite time horizon for infinite dimensional systems in Hilbert spaces with bounded control and observation operators. We have recently constructed examples where the system is not stabilizable and yet the algebraic Riccati equation has a positive self-adjoint unbounded solution. This phenomenon is intimately related to the fact that stabilizability only occurs for a dense subset of initial conditions. ``The object of this paper is to fill up this gap in the theory. Under no stabilizability hypothesis we a priori define the set \(\Sigma\) of initial states which can be stabilized and show that it can be given a natural Hilbert space structure. When \(\Sigma\) is dense in the space of initial conditions, we construct the minimum positive self adjoint unbounded solution to the algebraic Riccati equation. A new technique is introduced to directly obtain the semigroup associated with the closed loop system and the properties of the feedback operator. If the usual detectability hypothesis is added we recover the fact that the closed loop system is exponentially stable. Examples are also included to illustrate the theoretical considerations. Extensions to systems with unbounded control and observation operators are possible and will be reported in a forthcoming paper. We felt that it was more instructive to first illustrate the phenomenon and the main features of the theory for the bounded case.
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