The Riccati equation for autonomous linear systems with unbounded aftereffect
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 2, pp. 129-137

Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

The problem of optimal stabilization for autonomous linear systems of differential equations with unbounded aftereffect is considered. The reduction of the solvability problem for the Riccati operator equation to the analogous problem for the Riccati functional-differential equation is proved. A class of systems of differential equations with unbounded aftereffect for which the Riccati functional-differential equation can be solved analytically is described.
Keywords: differential equations with aftereffect, optimal stabilizing control, quadratic performance index
Mots-clés : Riccati equation.
Yu. F. Dolgii. The Riccati equation for autonomous linear systems with unbounded aftereffect. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 2, pp. 129-137. http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/
@article{TIMM_2016_22_2_a14,
     author = {Yu. F. Dolgii},
     title = {The {Riccati} equation for autonomous linear systems with unbounded aftereffect},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {129--137},
     year = {2016},
     volume = {22},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/}
}
TY  - JOUR
AU  - Yu. F. Dolgii
TI  - The Riccati equation for autonomous linear systems with unbounded aftereffect
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2016
SP  - 129
EP  - 137
VL  - 22
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/
LA  - ru
ID  - TIMM_2016_22_2_a14
ER  - 
%0 Journal Article
%A Yu. F. Dolgii
%T The Riccati equation for autonomous linear systems with unbounded aftereffect
%J Trudy Instituta matematiki i mehaniki
%D 2016
%P 129-137
%V 22
%N 2
%U http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/
%G ru
%F TIMM_2016_22_2_a14

[1] Krasovskii N.N., “Ob analiticheskom konstruirovanii optimalnogo regulyatora v sisteme s zapazdyvaniyami vremeni”, Prikl. matematika i mekhanika, 26:1 (1962), 39–51 | MR

[2] Osipov Yu.S., “O stabilizatsii upravlyaemykh sistem s zapazdyvaniem”, Differents. uravneniya, 1:5 (1965), 605–618 | Zbl

[3] Gibson J.S., “Linear-quadratic optimal control of hereditary differential systems: infinite dimensional Riccati equations and numerical approximations”, SIAM J. Control Optimiz., 21:5 (1983), 95–135 | DOI | MR

[4] Zhelonkina N.I., Lozhnikov A.B., Sesekin A.N., “Ob optimalnoi stabilizatsii impulsnym upravleniem lineinykh sistem s posledeistviem”, Avtomatika i telemekhanika, 2013, no. 11, 39–48 | MR | Zbl

[5] Dolgii Yu.F., “Tochnye resheniya zadachi optimalnoi stabilizatsii dlya sistem differentsialnykh uravnenii s posledeistviem”, Tr. instituta matematiki i mekhaniki UrO RAN, 21:4 (2015), 124–135 | MR

[6] Kolmanovskii V.B., Nosov V.R., Ustoichivost i periodicheskie rezhimy reguliruemykh sistem s posledeistviem, Nauka, M., 1981, 448 pp. | MR

[7] Kheil Dzh., Teoriya funktsionalno-differentsialnykh uravnenii, Mir, M., 1984, 421 pp. | MR

[8] Dolgii Yu.F., “Analiticheskie resheniya zadachi optimalnoi stabilizatsii dlya sistem differentsialnykh uravnenii s posledeistviem”, Tr. XII Vseros. soveschaniya po problemam upravleniya, IPU RAN, M., 2014, 1349–1362