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Algebraic Riccati equations arising in boundary/point control: A review of theoretical and numerical results Part I: Continuous case

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Perspectives in Control Theory

Part of the book series: Progress in Systems and Control Theory ((PSCT,volume 2))

Abstract

Consider the following optimal control problem: Given the dynamical system

$$ {y_t} = Ay + Bu;\quad y\left( 0 \right) = {y_0} \in y $$
((1.1))

minimize the quadratic functional

$$ J\left( {u,y} \right) = \int\limits_0^\infty {\left[ {||RY\left( t \right)||\frac{2}{Z} + ||u\left( t \right)||\frac{2}{U}} \right]} dt $$
((1.2))

over all u ∈ L2(0, ∞, U), with y solution of (1.1) due to u.

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Authors and Affiliations

  1. Department of Applied Mathematics, University of Virginia, Thornton Hall, Charlottesville, Virginia, 22903, USA

    Irena Lasiecka & Roberto Triggiani

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  1. Irena Lasiecka
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  2. Roberto Triggiani
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Lasiecka, I., Triggiani, R. (1990). Algebraic Riccati equations arising in boundary/point control: A review of theoretical and numerical results Part I: Continuous case. In: Perspectives in Control Theory. Progress in Systems and Control Theory, vol 2. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4757-2105-8_12

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  • DOI: https://doi.org/10.1007/978-1-4757-2105-8_12

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4757-2107-2

  • Online ISBN: 978-1-4757-2105-8

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