An Infinite Horizon Linear Quadratic Problem with Unbounded Controls in Hilbert Space

被引：0
|
作者：
Wu H.Z. [1 ]
Li X.J. [1 ]
机构：
[1] Department of Mathematics, Fudan University
来源：
Acta Mathematica Sinica | 2001年 / 17卷 / 3期
基金：
美国国家科学基金会; 中国国家自然科学基金;
关键词：
Algebraic Riccati equation; Frequency characteristic; Infinite horizon LQ problem; Two-point boundary value problem; Unbounded control;
D O I：
10.1007/s101140100123
中图分类号：
学科分类号：
摘要：
An infinite horizon linear quadratic optimal control problem for analytic semigroup with unbounded control in Hilbert space is considered. The state weight operator is allowed to be indefinite while the control weight operator is coercive. Under the exponential stabilization condition, it is proved that any optimal control and its optimal trajectory are continuous. The positive real lemma as a necessary and sufficient condition for the unique solvability of this problem is established. The closed-loop synthesis of optimal control is given via the solution to the algebraic Riccati equation.
引用
收藏
页码：527 / 540
页数：13
相关论文
共 50 条
12345