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Linear-quadratic control problem with fixed endpoints in infinite dimensions
Authors:R. F. Curtain
Affiliation:(1) Mathematics Institute, University of Groningen, Groningen, Holland
Abstract:The problem considered is that of minimizing a quadratic cost functional for infinite-dimensional linear systems subject to fixed initial and final conditions. Under suitable controllability assumptions, it is proved that there exists an optimal control, and explicit expressions for this are given. Applications to parabolic and delay systems are discussed.
Keywords:Linear quadratic control  delay equations  distributed systems  exact controllability
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