Approximation Schemes for the Linear-Quadratic Optimal Control Problem Associated with Delay Equations

DOI10.1137/0320038zbMath0486.49014OpenAlexW2064314409MaRDI QIDQ3946689

Karl Kunisch

Publication date: 1982

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b719f2cfccc6a715d1b62ab1d23f13c45f2fdcf0

zbMATH Keywords

evolution equationsrates of convergenceapproximation schemeslinear delay systemsquadratic cost controlintegral Riccati equation

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Control problems for functional-differential equations (34K35) Optimality conditions (49K99) Existence theories in calculus of variations and optimal control (49J99)

Related Items (7)

A factorization on the semi-infinite interval. II: Applications to stable regulator problems ⋮ A linear quadratic optimal control for neutral systems ⋮ On the design of a stable adaptive filter for state estimation in high dimensional systems ⋮ Optimal feedback control of infinite dimensional linear system with applications to hereditary problems ⋮ Spline approximations for linear nonautonomous delay systems ⋮ Special factorization and Riccati integral equations ⋮ Low-dimensional Galerkin approximations of nonlinear delay differential equations

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