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Korean Mathematical Society JKMS

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J. Korean Math. Soc. 2013; 50(1): 173-187

Printed January 1, 2013

https://doi.org/10.4134/JKMS.2013.50.1.173

Copyright © The Korean Mathematical Society.

Riccati equation in quadratic optimal control problem of damped second order system

Junhong Ha and Shin-ichi Nakagiri

Korea University of Technology and Education, Kobe University

Abstract

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This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

Keywords: Riccati equation, quadratic optimal control problem, hyperbolic equation with damping term

MSC numbers: Primary 49J20, 49J27

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