Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems

DOI10.1007/s10450-006-0001-2zbMath1109.49038OpenAlexW2080227528MaRDI QIDQ867460

Katalin Balla, Roswitha März, Galina A. Kurina

Publication date: 15 February 2007

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/3263

zbMATH Keywords

Hamiltonianadjoint systems

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (15)

A numerical algorithm for singular optimal LQ control systems ⋮ A Survey on Optimal Control Problems with Differential-Algebraic Equations ⋮ Comments on direct transcription solution of DAE constrained optimal control problems with two discretization approaches ⋮ Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems ⋮ Direct transcription solution of high index optimal control problems and regular Euler-Lagrange equations ⋮ Adjoint pairs of differential-algebraic equations and their Lyapunov exponents ⋮ Robustness of stability of time-varying index-1 DAEs ⋮ Detecting structures in differential algebraic equations: computational aspects ⋮ Subadjoint equations of index-1 linear singular difference equations ⋮ Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index ⋮ Self-adjoint differential-algebraic equations ⋮ Adjoint pairs of differential-algebraic equations and Hamiltonian systems ⋮ A Differential-Algebraic Riccati Equation for Applications in Flow Control ⋮ LQ control of rectangular descriptor systems: Numerical algorithm and existence results ⋮ Adjoint discrete systems with properly stated leading terms

Cites Work

• Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
• The autonomous linear quadratic control problem. Theory and numerical solution
• The linear quadratic optimal control problem for linear descriptor systems with variable coefficients
• The index of linear differential algebraic equations with properly stated leading terms
• A unified approach to linear differential algebraic equations and their adjoints
• Solvability of linear differential algebraic equations with properly stated leading terms
• The linear-quadratic optimal regulator for descriptor systems
• Variational calculus for descriptor problems
• On Linear-Quadratic Optimal Control Problems for Time-Varying Descriptor Systems
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