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On Infinite Dimensional Linear-Quadratic Problem with Fixed Endpoints. Continuity Question

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  • Przyłuski, K. Maciej

Abstract

In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given. These conditions are used to study continuity of the minimum energy and linear-quadratic control problems for infinite dimensional linear systems with fixed endpoints.

Suggested Citation

  • Przyłuski, K. Maciej, 2014. "On Infinite Dimensional Linear-Quadratic Problem with Fixed Endpoints. Continuity Question," MPRA Paper 57430, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:57430
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    File URL: https://mpra.ub.uni-muenchen.de/57430/1/MPRA_paper_57430.pdf
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    References listed on IDEAS

    as
    1. Salvatore Federico, 2011. "A stochastic control problem with delay arising in a pension fund model," Finance and Stochastics, Springer, vol. 15(3), pages 421-459, September.
    2. Sent,Esther-Mirjam, 2006. "The Evolving Rationality of Rational Expectations," Cambridge Books, Cambridge University Press, number 9780521027717, September.
    3. Lars Ljungqvist & Thomas J. Sargent, 2004. "Recursive Macroeconomic Theory, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026212274x, April.
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    More about this item

    Keywords

    Minimum norm problem; linear-quadratic control and linear-quadratic economies; controllability and approximate controllability; null-controllability; continuity of optimal control.;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General

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