The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems
AbstractIn 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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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-90.
Date of creation: 2008
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linear quadratic optimal control; descriptor systems; static stabilizing state feedback control;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-31 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91412, Tilburg University.
- 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.
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