On conjugate times of LQ optimal control problems

DOI10.1007/S10883-014-9251-6zbMATH Open1378.49034arXiv1311.2009OpenAlexW2017669148MaRDI QIDQ745882FDOQ745882

Authors: L. Rizzi, Pavel Silveira, A. A. Agrachev 

Publication date: 15 October 2015

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Abstract: Motivated by the study of linear quadratic optimal control problems, we consider a dynamical system with a constant, quadratic Hamiltonian, and we characterize the number of conjugate times in terms of the spectrum of the Hamiltonian vector field $vecH$. We prove the following dichotomy: the number of conjugate times is identically zero or grows to infinity. The latter case occurs if and only if $vecH$ has at least one Jordan block of odd dimension corresponding to a purely imaginary eigenvalue. As a byproduct, we obtain bounds from below on the number of conjugate times contained in an interval in terms of the spectrum of $vecH$.

Full work available at URL: https://arxiv.org/abs/1311.2009

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zbMATH Keywords

spectrumconstant quadratic Hamiltonianlinear quadratic optimal control problems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Lagrangian submanifolds; Maslov index (53D12)

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Cited In (8)

• Bakry-Émery curvature and model spaces in sub-Riemannian geometry
• Sufficient conditions for a path-connected set of local solutions to an optimal control problem
• Comparison theorems for conjugate points in sub-Riemannian geometry
• Curvature: A Variational Approach
• Maxwell strata and conjugate points in the sub-Riemannian problem on the Lie group SH(2)
• Jacobi fields in optimal control: one-dimensional variations
• SUB-RIEMANNIAN RICCI CURVATURES AND UNIVERSAL DIAMETER BOUNDS FOR 3-SASAKIAN MANIFOLDS
• Sub-Riemannian curvature in contact geometry

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