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Linear-quadratic optimal control for infinite-dimensional input-state-output systems (2401.11302v2)

Published 20 Jan 2024 in math.OC and math.FA

Abstract: We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value is prescribed, we are minimizing over all inputs within a specified convex subset of square integrable controls with values in a Hilbert space. The considered class of infinite-dimensional systems is based on the system node formulation. Thus, our developed approach includes optimal control of a wide variety of linear partial differential equations with boundary control and observation that are not well-posed in the sense that the output continuously depends on the input and the initial value. We provide an application of particular optimal control problems arising in energy-optimal control of port-Hamiltonian systems. Last, we illustrate the our abstract theory by two examples including a non-well-posed heat equation with Dirichlet boundary control and a wave equation on an L-shaped domain with boundary control of the stress in normal direction.

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