THE LQCP WITH A TERMINAL INEQUALITY CONSTRAINT AND UNBOUNDED INPUT AND OUTPUT OPERATORS

Abstract

This paper deals with the linear quadratic control problem (LQCP) for infinite dimensional systems with a terminal inequality constraint and unbounded input and output operators. It is shown that under a suitable assumption the optimal control exists, is unique and has feedback form. The synthesis of the feedback requires one to solve the integral Riccati equation for the LQCP without state constraints and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.