Equivalent Conditions for the Solvability of Nonstandard and Singular LQ-Problems with Application to Parabolic Equations |
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Authors: | McMillan C A |
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Institution: | (1) Department of Mathematics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia |
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Abstract: | We consider an optimal control problem with indefinite cost for an abstract model, which covers, in particular, parabolic systems in a general bounded domain. Necessary and sufficient conditions are given for the synthesis of the optimal control, which is given in terms of the Riccati operator arising from a nonstandard Riccati equation. The theory extends also a finite-dimensional frequency theorem to the infinite-dimensional setting. Applications include the heat equation with Dirichlet and Neumann controls, as well as the strongly damped Euler–Bernoulli and Kirchhoff equations with the control in various boundary conditions. |
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Keywords: | Algebraic Riccati equations parabolic equations optimal control |
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