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2014 | 24 | 4 | 723-733
Tytuł artykułu

On an infinite dimensional linear-quadratic problem with fixed endpoints: the continuity question

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given. These conditions are used to study the continuity of minimum energy and linear-quadratic control problems for infinite dimensional linear systems with fixed endpoints.
Rocznik
Tom
24
Numer
4
Strony
723-733
Opis fizyczny
Daty
wydano
2014
otrzymano
2013-09-30
poprawiono
2014-05-07
Twórcy
  • Department of Applied Sciences, Collegium Mazovia, ul. Sokołowska 116, 08-110 Siedlce, Poland
Bibliografia
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  • Corless, M.J. and Frazho, A.E. (2003). Linear Systems and Control. An Operator Perspective, Marcel Dekker, New York, NY.
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  • Evans, L.C. (2010). Partial Differential Equations, American Mathematical Society, Providence RI.
  • Federico, S. (2011). A stochastic control problem with delay arising in a pension fund model, Finance and Stochastics 15(3): 421-459.
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  • Kandilakis, D. and Papageorgiou, N.S. (1992). Evolution inclusions of the subdifferential type depending on a parameter, Commentationes Mathematicae Universitatis Carolinae 33(3): 437-449.
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  • Papageorgiou, N.S. (1991). On the dependence of the solutions and optimal solutions of control problems on the control constraint set, Journal of Mathematical Analysis and Applications 158(2): 427-447.
  • Porter, W.A. (1966). Modern Foundations of System Engineering, Macmillan, New York, NY.
  • Przyłuski, K.M. (1981). Remarks on continuous dependence of an optimal control on parameters, in O. Moeschlin and D. Pallaschke (Eds.), Game Theory and Mathematical Economics, North-Holland, Amsterdam, pp. 333-337.
  • Rolewicz, S. (1987). Functional Analysis and Control Theory. Linear Systems, PWN, Warsaw, (in Polish).
  • Sent, E.-M. (1998). The Evolving Rationality of Rational Expectations: An Assessment of Thomas Sargent's Achievements, Cambridge University Press, Cambridge.
  • Triggiani, R. (1975a). A note on the lack of exact controllability for mild solutions in Banach spaces, SIAM Journal on Control and Optimization 15(3): 407-411.
  • Triggiani, R. (1975b). On the lack of exact controllability for mild solutions in Banach spaces, Journal of Mathematical Analysis and Applications 50(2): 438-446.
  • Triggiani, R. (1976). Extensions of rank conditions for controllability and observability to Banach spaces and unbounded operators, SIAM Journal on Control and Optimization 14(2): 313-338.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-amcv24i4p723bwm
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