Abstract
We consider a linear quadratic regulator problem in a general Banach space. The control is by an operator with range in the extrapolated Favard class. The observation operator is unbounded. We prove the existence of a Riccati operator which describes the value function for the optimal control and can be used to synthesize optimal feedback, similarly as in Hilbert spaces.
Citation
Wolfgang Desch. Eva Fašanga. Jaroslav Milota. Wilhelm Schappacher. "Riccati operators in non-reflexive spaces." Differential Integral Equations 15 (12) 1493 - 1510, 2002. https://doi.org/10.57262/die/1356060709
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