Matrix integro-differential Riccati equation for parabolic system

被引:0
|
作者
Kopets, M.M. [1 ]
机构
[1] National Technical University of Ukraine, Kiev Polytechnic Institute, Ukraine
关键词
Riccati equations - Integrodifferential equations - Matrix algebra - Partial differential equations;
D O I
10.1615/JAutomatInfScien.v46.i1.80
中图分类号
学科分类号
摘要
The problem of minimization of quadratic functional on solutions of a system of linear parabolic equations is under consideration. Controls enter simultaneously both right-hand parts of the equations and boundary conditions. For investigation of the stated optimization problem the method of Lagrange multipliers is used. Such approach makes it possible to obtain necessary conditions of optimality. Under these conditions the matrix integro-differential Riccati equation with partial derivatives was derived. © 2014 by Begell House Inc.
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页码:73 / 83
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