Linear-quadratic problem with unbounded control in Hilbert spaces

DOI10.1007/BF02883971zbMath0997.49025MaRDI QIDQ5955933

Hanzhong Wu, Xunjing Li

Publication date: 18 February 2002

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

Fredholm integral equationHilbert spacetwo-point boundary value problemLQ problemRiccati integral equationunbounded controlfinite horizon linear-quadratic optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems in abstract spaces (49K27)

Related Items

An infinite horizon linear quadratic problem with unbounded controls in Hilbert space ⋮ Lyapunov exponents for systems with unbounded coefficients

Cites Work

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• Optimal control for linear systems with a quadratic indefinite criterion on Hilbert spaces
• Numerical Approximations of Algebraic Riccati Equations for Abstract Systems Modelled by Analytic Semigroups, and Applications
• Riccati Differential Equations with Unbounded Coefficients and Nonsmooth Terminal Condition—The Case of Analytic Semigroups