English

On conjugate times of LQ optimal control problems

Optimization and Control 2016-02-23 v2 Differential Geometry Dynamical Systems Symplectic Geometry

Abstract

Motivated by the study of linear quadratic optimal control problems, we consider a dynamical system with a constant, quadratic Hamiltonian, and we characterize the number of conjugate times in terms of the spectrum of the Hamiltonian vector field H\vec{H}. We prove the following dichotomy: the number of conjugate times is identically zero or grows to infinity. The latter case occurs if and only if H\vec{H} has at least one Jordan block of odd dimension corresponding to a purely imaginary eigenvalue. As a byproduct, we obtain bounds from below on the number of conjugate times contained in an interval in terms of the spectrum of H\vec{H}.

Keywords

Cite

@article{arxiv.1311.2009,
  title  = {On conjugate times of LQ optimal control problems},
  author = {Andrei Agrachev and Luca Rizzi and Pavel Silveira},
  journal= {arXiv preprint arXiv:1311.2009},
  year   = {2016}
}

Comments

14 pages, 1 figure. Final version, to appear on JDCS