Initial values for Riccati ODEs from variational PDEs

DOI10.1590/S1807-03022011000200005MaRDI QIDQ656543zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

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

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