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The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems

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Author Info
Engwerda, J.C.
Salmah, Y.
Wijayanti, I.E. (Tilburg University, Center for Economic Research)

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Abstract

In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t. the quadratic performance criterium. It is shown that in general the set of solutions that solve the problem constitutes a manifold. This feedback formulation of the optimization problem is natural in the context of differential games and we provide a characterization of feedback Nash equilibria in a deterministic context.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-90.

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Date of creation: 2008
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Handle: RePEc:dgr:kubcen:200890

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Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  1. Engwerda, J.C. & Salmah, Y., 2008. "The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems," Discussion Paper 2008-35, Tilburg University, Center for Economic Research. [Downloadable!]
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