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

DOI10.1007/S10450-006-0001-2MaRDI QIDQ867460zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2132095 (Why is no real title available?)
• scientific article; zbMATH DE number 44365 (Why is no real title available?)
• A unified approach to linear differential algebraic equations and their adjoints
• Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
• On Linear-Quadratic Optimal Control Problems for Time-Varying Descriptor Systems
• Solvability of linear differential algebraic equations with properly stated leading terms
• The autonomous linear quadratic control problem. Theory and numerical solution
• The index of linear differential algebraic equations with properly stated leading terms
• The linear quadratic optimal control problem for linear descriptor systems with variable coefficients
• The linear-quadratic optimal regulator for descriptor systems
• Variational calculus for descriptor problems

Cited in

(17)

• Adjoint pairs of differential-algebraic equations and their Lyapunov exponents
• 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
• Robustness of stability of time-varying index-1 DAEs
• A differential-algebraic Riccati equation for applications in flow control
• 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

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