Algebraic Riccati Equation Arising in Boundary Control Problems

DOI10.1137/0325035zbMath0617.49004OpenAlexW2180776999MaRDI QIDQ4726929

Franco Flandoli

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/0325035

zbMATH Keywords

algebraic Riccati equationboundary control systemsinfinite time horizonDirichlet boundary controlNeumann boundary controlstochastic parabolic systemsdeterministic parabolic systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Existence theories for optimal control problems involving partial differential equations (49J20) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Existence of optimal solutions to problems involving randomness (49J55)

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