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Numerical Approximation of Riccati-Based Hyperbolic-Like Feedback Controls

Author

Listed:
  • Irena Lasiecka

    (The University of Memphis
    IBS, Polish Academy of Sciences)

  • Roberto Triggiani

    (The University of Memphis)

  • Xiang Wan

    (Loyola University Chicago)

Abstract

This paper provides a (rigorous) theoretical framework for the numerical approximation of Riccati-based feedback control problems of hyperbolic-like dynamics over a finite-time horizon, with emphasis on genuine unbounded control action. Both continuous and approximation theories are illustrated by specific canonical hyperbolic-like equations with boundary control, where the abstract assumptions are actually sharp regularity properties of the hyperbolic dynamics under discussion. Assumptions are divided in two groups. A first group of dynamical assumptions (actually dynamic properties) imply some preliminary critical properties of the control problem, including the definition of the would-be Riccati operator, in terms of the original data. However, in order to guarantee that such an operator is moreover the unique solution (within a specific class) of the corresponding Differential/Integral Riccati Equation, additional smoothing assumptions on the operators defining the performance index are required. The ultimate goal is to show that the the discrete finite dimensional Riccati based feedback operator, when inserted into the original PDE dynamics, provides near optimal performance.

Suggested Citation

  • Irena Lasiecka & Roberto Triggiani & Xiang Wan, 2025. "Numerical Approximation of Riccati-Based Hyperbolic-Like Feedback Controls," Journal of Optimization Theory and Applications, Springer, vol. 205(2), pages 1-45, May.
  • Handle: RePEc:spr:joptap:v:205:y:2025:i:2:d:10.1007_s10957-025-02640-5
    DOI: 10.1007/s10957-025-02640-5
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    References listed on IDEAS

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    1. Irena Lasiecka & Roberto Triggiani, 2022. "Optimal Feedback Arising in a Third-Order Dynamics with Boundary Controls and Infinite Horizon," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 831-855, June.
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