Author(s) :
Jan Heiland
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 06-2012
MSC 2000
- 34H05 Control problems
-
49J15 Optimal control problems involving ordinary differential equations
Abstract :
We investigate existence and structure of solutions to quadratic control problems with semi-explicit differential algebraic constraints. By means of an equivalent index-1 formulation we identify conditions for the unique existence of optimal solutions. Knowing of the existence of an optimal input, we provide a representation of the associated feedback-law via a Riccati-like decoupling that is formulated for the original index-2 equations.
Keywords :
Optimal Control, DAEs, Differential Riccati Equation, Euler-Lagrange equations