Optimal feedback control depending only on the system state is constructed for a control problem by the non-causal descriptor system for which optimal feedback control depending on state derivatives was considered in the paper (Meuller, 1998). To this end, a non-symmetric solution of the algebraic operator Riccati equation is used.
The Linear-Quadratic (LQ) optimal control problem is studied for a class of first-order hyperbolic partial differential equation models by using a nonlinear infinite-dimensional (distributed parameter) Hilbert state-space description. First the dynamical properties of the linearized model around some equilibrium profile are studied. Next the LQ-feedback operator is computed by using the corresponding operator Riccati algebraic equation whose solution is obtained via a related matrix Riccati differential...
A martingale problem approach is used first to analyze compactness and continuous dependence of the solution set to stochastic differential inclusions of Ito type with convex integrands on the initial distributions. Next the problem of existence of optimal weak solutions to such inclusions and their dependence on the initial distributions is investigated.
In this paper we consider the optimal control of both operators and parameters for uncertain systems. For the optimal control and identification problem, we show existence of an optimal solution and present necessary conditions of optimality.
This paper concerns the global structure of planar systems. It is shown that if a positively bounded system with two singular points has no closed orbits, the set of all bounded solutions is compact and simply connected. Also it is shown that for such a system the existence of connecting orbits is tightly related to the behavior of homoclinic orbits. A necessary and sufficient condition for the existence of connecting orbits is given. The number of connecting orbits is also discussed.