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Conditions for strict dissipativity of infinite-dimensional generalized linear-quadratic problems

2021/04/20 by Grüne, Lars, Muff, David, Schaller, Manuel
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2104.10072

Abstract

We derive sufficient conditions for strict dissipativity for optimal control of linear evolution equations on Hilbert spaces with a cost functional including linear and quadratic terms. We show that strict dissipativity with a particular storage function is equivalent to ellipticity of a Lyapunov-like operator. Further we prove under a spectral decomposition assumption of the underlying generator and an orthogonality condition of the resulting subspaces that this ellipticity property holds under a detectability assumption. We illustrate our result by means of an example involving a heat equation on a one-dimensional domain.

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