Summary
This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.
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Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.
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Flandoli, F., Lasiecka, I. & Triggiani, R. Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems. Annali di Matematica pura ed applicata 153, 307–382 (1988). https://doi.org/10.1007/BF01762397
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DOI: https://doi.org/10.1007/BF01762397