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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2016 Volume 22, Number 2, Pages 129–137 (Mi timm1298)

The Riccati equation for autonomous linear systems with unbounded aftereffect

Yu. F. Dolgiiab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg

Abstract: The problem of optimal stabilization for autonomous linear systems of differential equations with unbounded aftereffect is considered. The reduction of the solvability problem for the Riccati operator equation to the analogous problem for the Riccati functional-differential equation is proved. A class of systems of differential equations with unbounded aftereffect for which the Riccati functional-differential equation can be solved analytically is described.

Keywords: differential equations with aftereffect, optimal stabilizing control, quadratic performance index, Riccati equation.

UDC: 517.929

MSC: 34K06, 34K20, 34K30

Received: 25.01.2016

DOI: 10.21538/0134-4889-2016-22-2-129-137



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