Abstract
We consider a control problem in a Banach space with a bounded observer, but an unbounded controller which takes values in the extrapolated Favard class. A least square regulator problem can be formulated if the observer and the admissible controls take values in Hilbert spaces. We prove that for this type of LQR-problem the value function is given by a Riccati operator, and that a bounded state feedback based on the Riccati operator yields the optimal control.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.