2005-11-02Buch DOI: 10.18452/2562
Feedback solutions of optimal control problems with DAE constraints
Kurina, Galina A.
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a new implicit Riccati equation (Riccati differential algebraic system) is provided, and its solvability is investigated. It is shown that one can do without those strong consistency conditions as used in several previous papers. Also the solvability of the resulting closed loop system is considered and the relations between Riccati equations and Hamiltonian systems are elucidated.
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