Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems

DOI10.1007/S10450-006-0001-2zbMATH Open1109.49038OpenAlexW2080227528MaRDI QIDQ867460FDOQ867460

Authors: Katalin Balla, G. A. Kurina, Roswitha März 

Publication date: 15 February 2007

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

Full work available at URL: http://edoc.hu-berlin.de/18452/3263

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zbMATH Keywords

Hamiltonianadjoint systems

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear-quadratic optimal control problems (49N10)

Cites Work

• The autonomous linear quadratic control problem. Theory and numerical solution
• A unified approach to linear differential algebraic equations and their adjoints
• Title not available (Why is that?)
• Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
• The index of linear differential algebraic equations with properly stated leading terms
• The linear-quadratic optimal regulator for descriptor systems
• Solvability of linear differential algebraic equations with properly stated leading terms
• The linear quadratic optimal control problem for linear descriptor systems with variable coefficients
• On Linear-Quadratic Optimal Control Problems for Time-Varying Descriptor Systems
• Title not available (Why is that?)
• Variational calculus for descriptor problems

Cited In (17)

• Adjoint pairs of differential-algebraic equations and Hamiltonian systems
• LQ control of rectangular descriptor systems: numerical algorithm and existence results
• A numerical algorithm for singular optimal LQ control systems
• Optimal control of differential-algebraic equations from an ordinary differential equation perspective
• A survey on optimal control problems with differential-algebraic equations
• Detecting structures in differential algebraic equations: computational aspects
• A differential-algebraic Riccati equation for applications in flow control
• Robustness of stability of time-varying index-1 DAEs
• Adjoint discrete systems with properly stated leading terms
• The properties of differential-algebraic equations representing optimal control problems
• Comments on direct transcription solution of DAE constrained optimal control problems with two discretization approaches
• Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
• Direct transcription solution of high index optimal control problems and regular Euler-Lagrange equations
• Subadjoint equations of index-1 linear singular difference equations
• Self-adjoint differential-algebraic equations
• Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index
• Adjoint pairs of differential-algebraic equations and their Lyapunov exponents

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