Causal State Feedback Representation for Linear Quadratic Optimal Control Problems of Singular Volterra Integral Equations
Optimization and Control
2021-09-17 v1
Abstract
This paper is concerned with a linear quadratic optimal control for a class of singular Volterra integral equations. Under proper convexity conditions, optimal control uniquely exists, and it could be characterized via Frechet derivative of the quadratic functional in a Hilbert space or via maximum principle type necessary conditions. However, these (equivalent) characterizations have a shortcoming that the current value of the optimal control depends on the future values of the optimal state. Practically, this is not feasible. The main purpose of this paper is to obtain a causal state feedback representation of the optimal control.
Cite
@article{arxiv.2109.07720,
title = {Causal State Feedback Representation for Linear Quadratic Optimal Control Problems of Singular Volterra Integral Equations},
author = {Shuo Han and Ping Lin and Jiongmin Yong},
journal= {arXiv preprint arXiv:2109.07720},
year = {2021}
}
Comments
25 pages