Galina A. Kurina,
Roswitha März
Preprint series:
Institut für Mathematik, Humboldt-Universität zu Berlin (ISSN 0863-0976), 12
MSC 2000
- 90C20 Quadratic programming
Abstract
The solvability of a linear-quadratic optimal control problem in a
Hilbert space for time-varying descriptor systems is established
under some conditions. Unlike previous works of other authors that
are devoted to time-invariant descriptor systems in the
finite-dimensional case we do not use the regularity of the pencil
of the operators from the state equation, the factorability of the
operator from the cost functional, and also the reduction of the
operator preceding the derivative to a diagonal form.