Linear-quadratic problem with unbounded control in Hilbert spaces
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Publication:5955933
DOI10.1007/BF02883971zbMath0997.49025MaRDI QIDQ5955933
Publication date: 18 February 2002
Published in: Chinese Science Bulletin (Search for Journal in Brave)
Fredholm integral equation; Hilbert space; two-point boundary value problem; LQ problem; Riccati integral equation; unbounded control; finite horizon linear-quadratic optimal control
49N10: Linear-quadratic optimal control problems
93C25: Control/observation systems in abstract spaces
49K27: Optimality conditions for problems in abstract spaces
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An infinite horizon linear quadratic problem with unbounded controls in Hilbert space, Lyapunov exponents for systems with unbounded coefficients
Cites Work
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- Optimal control for linear systems with a quadratic indefinite criterion on Hilbert spaces
- Numerical Approximations of Algebraic Riccati Equations for Abstract Systems Modelled by Analytic Semigroups, and Applications
- Riccati Differential Equations with Unbounded Coefficients and Nonsmooth Terminal Condition—The Case of Analytic Semigroups