On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question

Przyłuski, K. M.

International Journal of Applied Mathematics and Computer Science, Tome 24 (2014) no. 4, pp. 723-733.

Résumé

In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given. These conditions are used to study the continuity of minimum energy and linear-quadratic control problems for infinite dimensional linear systems with fixed endpoints.

Détail

Keywords: minimum norm problem, linear quadratic control, linear quadratic economie, controllability, optimal control
Mots-clés : sterowanie liniowo-kwadratowe, sterowalność, sterowanie optymalne

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