Optimal control for linear descriptor systems with variable coefficients

Abstract

We study optimal control problems for general linear descriptor systems with variable coefficients. We derive necessary and sufficient optimality conditions for optimal solution. We also show how to solve these optimality systems via the solution of generalized Riccati-differential equations. and discussed how a modification of the cost functional leads to better solvability properties for the optimality system. © 2011 Springer Science+Business Media B.V.