Quadratic control for linear periodic systems
The authors consider linear periodic systems on Hilbert spaces and minimize the limsup of a quadratic average cost. Under stabilizability and detectability assumptions the form of the optimal feedback is given involving the unique T-periodic nonnegative solution of a Riccati equation. Next analogous results are proved for stochastic systems. Then for problems with partial observation a separation principle is derived. Finally several examples illustrate the results.
scientific article; zbMATH DE number 4057413
scientific article