OPTIMAL CONTROL FOR LINEAR SYSTEM WITH QUADRATIC INDEFINITE CRITERION ON HILBERT SPACES

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You Yuncheng.OPTIMAL CONTROL FOR LINEAR SYSTEM WITH QUADRATIC INDEFINITE CRITERION ON HILBERT SPACES[J].Chinese Annals of Mathematics B,1983,4(1):21~32
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Authors:

You Yuncheng;
Abstract: In this paper we consider optimal Control problems for linear system on real separable Hilbert spaces with quadratic criterion, in which the state weighted operators are indefinite. Wellposedness and solvability, existence and uniqueness of optimal control are discussed. We prove that the closed-loop syntheses of optimal control are state linear feedback. Existence of solutions of related operator Riccati equations is investigated.

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