Positive semigroups and algebraic Riccati equations in Banach spaces

DOI10.1007/S11117-015-0371-3zbMATH OpenNonearXiv1507.06335OpenAlexW2962792414MaRDI QIDQ331735FDOQ331735

Authors: Sergiy Koshkin 

Publication date: 27 October 2016

Published in: Positivity (Search for Journal in Brave)

Abstract: We generalize Wonham's theorem on solvability of algebraic operator Riccati equations to Banach spaces, namely there is a unique stabilizing solution to A*P+PA-PBB*P+C*C=0 when (A,B) is exponentially stabilizable and (C,A) is exponentially detectable. The proof is based on a new approach that treats the linear part of the equation as the generator of a positive semigroup on the space of symmetric operators from a Banach space to its dual, and the quadratic part as an order concave map. A direct analog of global Newton's iteration for concave functions is then used to approximate the solution, the approximations converge in the strong operator topology, and the convergence is monotone. The linearized equations are the well-known Lyapunov equations of the form A*P+PA=-Q, and semigroup stability criterion in terms of them is also generalized.

Full work available at URL: https://arxiv.org/abs/1507.06335

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zbMATH Keywords

detectabilityoptimal controlLyapunov equationNewton iterationimplemented semigroupmatrix convexitypositive definite operatorpositive semigroupprojective tensor productstabilizability

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Positive linear operators and order-bounded operators (47B65) Optimality conditions for problems in abstract spaces (49K27) One-parameter semigroups and linear evolution equations (47D06) Control/observation systems in abstract spaces (93C25) Existence theories for problems in abstract spaces (49J27)

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Cited In (6)

• Positive semigroups and abstract Lyapunov equations
• Solvability of an operator Riccati integral equation in a reflexive Banach space
• Solvability of the \(H ^{\infty }\) algebraic Riccati equation in Banach algebras
• ON RICCATI EQUATIONS IN ORDERED BANACH ALGEBRAS
• Integral operator Riccati equations arising in stochastic Volterra control problems
• Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces

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