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Preprint 06-2012

Differential-algebraic Riccati Decoupling for Linear-quadratic Optimal Control Problems for Semi-explicit Index-2 DAEs

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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

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