Solvability of an operator Riccati integral equation in a reflexive Banach space

DOI10.1134/S0012266119050124MaRDI QIDQ2319429zbMATH OpenOpenAlexWikidataFDO

Authors N. V. Artamonov

Publication date 19 August 2019

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.08579

zbMATH Keywords

evolution familiesnonautonomousRiccati equation

Mathematics Subject Classification ID

Abstract integral equations, integral equations in abstract spaces (45N05) Operator-theoretic methods (93B28)

Abstract: We show that if $X$ is a reflexive Banach space, then a nonautonomous operator Riccati integral equation has a unique strongly continuous self-adjoint nonnegative solution $P(t)inmathcalL(X,X^{\ast })$

Review text

The main result of the paper is that if \(X\) is a reflexive Banach space then there is a unique, strongly continuous solution \(P\) to the Riccati integral equation \[ P(t)=\overrightarrow{U}_{t,T}G\overleftarrow{U}_{T,t}+\int_t^T \overrightarrow{U}_{t,s}\{C(s)-P(s)B(s)P(s)\}\overleftarrow{U}_{s,t}\, ds. \] Here \(P(t)\) belongs to the space \(\mathcal L(X,X^*)\) of bounded linear operators from \(X\) to its dual \(X^*\) and is self-adjoint and nonnegative, \(\{\overrightarrow{U}_{t,s}\}\) and \(\{\overleftarrow{U}_{t,s}\} = \{\overrightarrow{U}_{s,t}^*\}\) are strongly continuous uniformly bounded forward and backward evolution families on \(\mathcal L(X)\) and \(\mathcal L(X^*)\), respectively, the operator functions \(C\) and \(B\) with values in \(\mathcal L(X,X^*)\) and \(\mathcal L(X^*,X)\), respectively, are strongly continuous, self-adjoint and nonnegative, and \(G\) belongs to \(\mathcal L(X,X^*)\). In contrast to earlier papers, no assumption about an embedding between the space \(X\) and its dual is made.

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Cites work

• scientific article; zbMATH DE number 2144724 (Why is no real title available?)
• On the solvability of a system of forward-backward linear equations with unbounded operator coefficients
• One-Parameter Semigroups for Linear Evolution Equations
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• Representation and control of infinite dimensional systems
• Riccati Differential Equations with Unbounded Coefficients and Nonsmooth Terminal Condition—The Case of Analytic Semigroups
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
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• The Riccati Integral Equations for Optimal Control Problems on Hilbert Spaces

Cited in

(4)

• Riccati operators in non-reflexive spaces
• Generalized Operator Riccati Equations
• scientific article; zbMATH DE number 1099116 (Why is no real title available?)
• Integral operator Riccati equations arising in stochastic Volterra control problems

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