1.

Record Nr.

UNINA9910983074203321

Autore

Meng Weijun

Titolo

Time-Delayed Linear Quadratic Optimal Control Problems / / by Weijun Meng, Jingtao Shi, Jiongmin Yong

Pubbl/distr/stampa

Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2025

ISBN

9789819618972

9819618975

Edizione

[1st ed. 2025.]

Descrizione fisica

1 online resource (245 pages)

Collana

SpringerBriefs on PDEs and Data Science, , 2731-7609

Altri autori (Persone)

ShiJingtao

YongJiongmin

Disciplina

003

Soggetti

System theory

Control theory

Mathematical optimization

Systems Theory, Control

Optimization

Teoria de sistemes

Teoria de control

Optimització matemàtica

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Chapter 1 Introduction -- Chapter 2 Problem Lifting -- Chapter 3 Solutions to the LQ Problems.

Sommario/riassunto

This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features: Our system is time-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the unboundedness of the control operator. The open-loop solvability of the lifted problem is characterized by the solvability of a system of forward-backward integral evolution equations and the



convexity condition of the cost functional. Surprisingly, the adjoint equations involve some coupled partial differential equations, which is significantly different from that in the literature, where, the adjoint equations are all some anticipated backward ordinary differential equations. The closed-loop solvability is characterized by the solvability of three equivalent integral operator-valued Riccati equations and two equivalent backward integral evolution equations which are much easier to handle than the differential operator-valued Riccati equations used in the literature to study similar problems. The closed-loop representation of open-loop optimal control is presented through three equivalent integral operator-valued Riccati equations.