An estimate for Green's matrix of a Hamiltonian system in the optimal control problem
type: Item
instance of: scholarly article
title: An estimate for Green's matrix of a Hamiltonian system in the optimal control problem
zbMATH Open document ID: 0811.49002
DOI: 10.1007/BF00975166
author: S. K. Godunov
published in: Siberian Mathematical Journal
publication date: 1994-11-08T00:00:00Z
review text: An optimal control problem with quadratic performance functional for a system of linear differential equations is considered. One constructs the Green's matrix for the optimality system. Estimations for this matrix are obtained. These kind of estimations are used while studying the convergence of some sequence of approximations arising in connection with Riccati-Lure equations.
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49K15
Mathematics Subject Classification ID: 34H05
zbMATH DE Number: 652173
zbMATH Keywords: optimal control
zbMATH Keywords: Green's matrix
zbMATH Keywords: Riccati-Lure equations
reviewed by: Claudia Simionescu-Badea
MaRDI profile type: Publication
cites work: Norms of solutions to the Lur'e-Riccati matrix equations as criteria of the quality of stabilizability and detectability
cites work: Guaranteed accuracy in spectral problems of linear algebra. II
cites work: Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
cites work: Q3999596
cites work: Q4721534
description: scientific article; zbMATH DE number 652173