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Uniqueness for Riccati equations with unbounded operator coefficients

2020/12/10 by Paolo Acquistapace, Acquistapace, Paolo, Francesca Bucci +1
Computer Science · Engineering · Mathematics · #35M33 #49N10 #93C20 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods in inverse problems #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations

paper · pdf · doi:10.48550/arxiv.2012.05670

openalex publication_date 2020/12/10 · openalex created_date 2020/12/21 · openalex updated_date 2026/07/28

Abstract

In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by these assumptions encompasses diverse significant physical interactions, all modeled by systems of coupled hyperbolic/parabolic partial differential equations. The proofs of uniqueness provided tackle and overcome the obstacles raised by the peculiar regularity properties of the composite dynamics. These results supplement the theories of the finite and infinite time horizon linear-quadratic problem devised by the authors jointly with Lasiecka, as the unique solution to the Riccati equation enters the closed loop form of the optimal control.

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