Show simple item record

2005-11-03Buch DOI: 10.18452/2611
Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
dc.contributor.authorBalla, Katalin
dc.contributor.authorKurina, Galina A.
dc.contributor.authorMärz, Roswitha
dc.date.accessioned2017-06-15T17:43:15Z
dc.date.available2017-06-15T17:43:15Z
dc.date.created2005-11-03
dc.date.issued2005-11-03
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3263
dc.description.abstractThe index of DAE systems arising from linear quadratic optimal control problems is considered. Necessary and sufficient conditions ensuring regularity with tractability index one are proved. For problems with regular index zero or index one DAEs to be controlled, the DAE of the control problem is shown to be regular with tractability index one or three, depending on whether the control coefficient R is singular. Moreover, it is shown that, if the control problem DAE is regular with index one, and if the leading term of the DAE to be controlled is given by one full-column-rank- and one full-row-rank matrix, then it has a Hamiltonian inherent explicit ODE.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectindexeng
dc.subjectLinear-quadratic optimal control problems differential algebraic equationseng
dc.subjectadjoint systemseng
dc.subjectHamiltonianeng
dc.subject.ddc510 Mathematik
dc.titleIndex criteria for differential algebraic equations arising from linear-quadratic optimal control problems
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052457
dc.identifier.doihttp://dx.doi.org/10.18452/2611
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2003
local.edoc.container-issue14
local.edoc.container-year2003
local.edoc.container-erstkatid2075199-0

Show simple item record