An infinite-dimensional linear time-varying system on the interval (-∞, ∞) is considered. We introduce three quadratic problems: the infinite horizon problem, and one-sided and two-sided average cost problems. A Riccati equation on (-∞, ∞) is considered first and sufficient conditions for the existence and uniqueness of a bounded solution are given. Then by dynamic programming the quadratic problems are solved. Similar problems in the stochastic case are considered.
Quadratic Control for Linear Time-Varying Systems
Ichikawa, Akira;Da Prato, Giuseppe
1990
Abstract
An infinite-dimensional linear time-varying system on the interval (-∞, ∞) is considered. We introduce three quadratic problems: the infinite horizon problem, and one-sided and two-sided average cost problems. A Riccati equation on (-∞, ∞) is considered first and sufficient conditions for the existence and uniqueness of a bounded solution are given. Then by dynamic programming the quadratic problems are solved. Similar problems in the stochastic case are considered.File in questo prodotto:
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