Initial values for Riccati ODEs from variational PDEs

DOI10.1590/S1807-03022011000200005zbMATH Open1231.49030OpenAlexW2107109737MaRDI QIDQ656543FDOQ656543

Authors: Vicente Costanza, P. S. Rivadeneira 

Publication date: 18 January 2012

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022011000200005&lng=en&nrm=iso&tlng=en

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zbMATH Keywords

Hamiltonian equationsnonlinear systemsoptimal controlRiccati equationsfirst-order PDEs

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Linear-quadratic optimal control problems (49N10) Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20)

Cited In (3)

• Numerical solution of the variational PDEs arising in optimal control theory
• Minimizing control energy in a class of bounded-control linear-quadratic regulator problems
• Optimal saturated feedback laws for LQR problems with bounded controls

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