On conjugate times of LQ optimal control problems

DOI10.1007/S10883-014-9251-6MaRDI QIDQ745882zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

spectrumconstant quadratic Hamiltonianlinear quadratic optimal control problems

Mathematics Subject Classification ID

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

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 $vecH$.

Recommendations

• Constrained Regular LQ-Control Problems
• Linear-quadratic optimization problem and the frequency theorem for periodic systems. II
• Conjugate intervals for the linear fixed-endpoint control problem
• Conjugate points in the calculus of variations and optimal control theory via the quadratic form theory
• Asymptotic approach on conjugate points for minimal time bang-bang controls

Cites work

• scientific article; zbMATH DE number 3425177 (Why is no real title available?)
• scientific article; zbMATH DE number 4057078 (Why is no real title available?)
• scientific article; zbMATH DE number 1193157 (Why is no real title available?)
• scientific article; zbMATH DE number 1005873 (Why is no real title available?)
• scientific article; zbMATH DE number 1950480 (Why is no real title available?)
• Control theory from the geometric viewpoint.
• Existence and uniqueness of extremal solutions of the Riccati equation, and symplectic geometry
• Feedback-invariant optimal control theory and differential geometry. I: Regular extremals
• Geometry of Jacobi curves. I
• Geometry of Maslov cycles
• Geometry of optimal control problems and Hamiltonian systems
• Introduction to Hamiltonian dynamical systems and the \(N\)-body problem
• Maximum number of singular points on a projective hypersurface
• On the Algebraic Problem Concerning the Normal Forms of Linear Dynamical Systems

Cited in

(8)

• Bakry-Émery curvature and model spaces in sub-Riemannian geometry
• Sub-Riemannian Ricci curvatures and universal diameter bounds for 3-Sasakian manifolds
• Sufficient conditions for a path-connected set of local solutions to an optimal control problem
• Comparison theorems for conjugate points in sub-Riemannian geometry
• Maxwell strata and conjugate points in the sub-Riemannian problem on the Lie group SH(2)
• Curvature: A Variational Approach
• Jacobi fields in optimal control: one-dimensional variations
• Sub-Riemannian curvature in contact geometry

This page was built for publication: On conjugate times of LQ optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q745882)