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2002 Riccati operators in non-reflexive spaces
Wolfgang Desch, Eva Fašanga, Jaroslav Milota, Wilhelm Schappacher
Differential Integral Equations 15(12): 1493-1510 (2002).

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.

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Wolfgang Desch. Eva Fašanga. Jaroslav Milota. Wilhelm Schappacher. "Riccati operators in non-reflexive spaces." Differential Integral Equations 15 (12) 1493 - 1510, 2002.

Information

Published: 2002
First available in Project Euclid: 21 December 2012

zbMATH: 1011.49021
MathSciNet: MR1920257

Subjects:
Primary: 49N10
Secondary: 47D06 , 47N70 , 49K27

Rights: Copyright © 2002 Khayyam Publishing, Inc.

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Vol.15 • No. 12 • 2002
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