Abstract

This paper is devoted to analyzing the explicit slow decay rate and turnpike in infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Under suitable weak observability or controllability conditions, lower and upper bounds of the corresponding algebraic Riccati operator are proved. Then based on these two bounds, the explicit slow decay rate of the closed-loop system with Riccati-based optimal feedback control is obtained. The averaged turnpike property for this problem is also further discussed. We then apply these results to LQ optimal control problems constrained to networks of one-dimensional wave equations and also some multidimensional ones with local controls which lack a geometric control condition.

Keywords

  1. optimal control problems
  2. Riccati operator
  3. slow decay rate
  4. weak controllability and observability
  5. turnpike property

MSC codes

  1. 49J20
  2. 49K20
  3. 93C20
  4. 49N05

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
I. Aksikas, A. Fuxman, J. F. Forbes, and J. J. Winkin, LQ control design of a class of hyperbolic PDE systems: Application to fixed-bed reactor, Automatica, 45 (2009), pp. 1542--1548.
2.
K. Ammari and M. Tucsnak, Stabilization of second order evolution equations by a class of unbounded feedbacks, ESAIM Control Optim. Calc. Var., 6 (2001), pp. 361--386.
3.
K. Ammari and S. Nicaise, Stabilization of Elastic Systems by Collocated Feedback, Lecture Notes in Math. 2124, Springer, New York, 2014.
4.
N. Anantharaman and M. Léautaud, Sharp polynomial decay rates for the damped wave equation on the torus, Anal. PDE, 7 (2014), pp. 159--214.
5.
C. Batty, L. Paunonen, and D. Seifert, Optimal energy decay for the wave-heat system on a rectangular domain, SIAM J. Math. Anal., 51 (2018), pp. 808--819.
6.
A. Bensoussan, G. Da Prato, M. Delfour, and S.K. Mitter, Representation and Control of Infinite Dimensional Systems, 2nd ed., Systems Control Found. Appl., Birkhäuser, Boston, 2007.
7.
T. Breiten and L. Pfeiffer, On the turnpike property and the receding-horizon method for linear-quadratic optimal control problems, SIAM J. Control Optim., 58 (2020), pp. 1077--1102.
8.
N. Burq and M. Hitrik, Energy decay for damped wave equations on partially rectangular domains, Math. Res. Lett., 14 (2007), pp. 35--47.
9.
R. F. Curtain and H. J. Zwart, An Introduction to Infinite-Dimensional Linear Systems Theory, Springer, New York, 1995.
10.
R. F. Curtain and H. Zwart, Riccati equations and normalized co-prime factorizations for strongly stabilizable infinite-dimensional systems, Systems Control Lett., 28 (1996), pp. 11--22.
11.
G. Da Prato and M. C. Delfour, Unbounded solutions to the linear quadratic control problem, SIAM J. Control Optim., 30 (1992), pp. 31--48.
12.
R. Dáger and E. Zuazua, Wave Propagation, Observation and Control in 1-D Flexible Multi-structures, Math. Appl. 50, Springer, New York, 2006.
13.
R. Datko, Unconstrained control problems with quadratic cost, SIAM J. Control Optim., 11 (1973), pp. 32--52.
14.
W. Desch and W. Schappacher, Spectral properties of finite-dimensional perturbed linear semigroups, J. Differential Equations, 59 (1985), pp. 80--102.
15.
J. R. Grad and K. A. Morris, Solving the linear quadratic optimal control problem for infinite-dimensional systems, Comput. Math. Appl., 32 (1996), pp. 99--119.
16.
L. Grüne, M. Schaller, and A. Schiela, Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations, J. Differential Equations, 268 (2020), pp. 7311--7341.
17.
M. Gugat, E. Trélat, and E. Zuazua, Optimal Neumann control for the 1D wave equation: Finite horizon, infinite horizon, boundary tracking terms and the turnpike property, Systems Control Lett., 90 (2016), pp. 61--70.
18.
Z. J. Han and E. Zuazua, Decay rates for $1$-d heat-wave planar networks, Netw. Heterog. Media, 11 (2016), pp. 655--692.
19.
B. Jacob and H. Zwart, Equivalent conditions for stabilizability of infinite-dimensional systems with admissible control operators, SIAM J. Control Optim., 37 (1999), pp. 1419--1455.
20.
C. A. Jacobson and C. N. Nett, Linear state space systems in infinite-dimensional space: The role and characterization of joint stabilizability/detectability, IEEE Trans. Automat. Control, 33 (1988), pp. 541--550.
21.
J. E. Lagnese, G. Leugering, and E. J. P. G. Schmidt, Modeling, Analysis and Control of Dynamic Elastic Multi-Link Structures, Systems Control Found. Appl., Birkhauser, Boston, 1994.
22.
X. Li and J. Yong, Optimal Control Theory for Infinite Dimensional Systems, Systems Control Found. Appl., Birkhauser, Boston, 1995.
23.
J. L. Lions Optimal Control of Systems Governed by Partial Differential Equations, Springer, New York, 1971.
24.
J. L. Lions, Controlabilité Exacte, Perturbations et Stabilisation de Systémes Distribués, Tome 1, Controlabilité Exacte, Rech. Math. Appl. 8, Masson, Paris, 1988.
25.
J. C. Oostveen and R. F. Curtain, Riccati equations for strongly stabilizable bounded linear systems, Automatica, 34 (1998), pp. 953--967.
26.
K. D. Phung, Polynomial decay rate for the dissipative wave equation, J. Differential Equations, 240 (2007), pp. 92--124.
27.
A. Porretta and E. Zuazua, Long time versus steady state optimal control, SIAM J. Control Optim., 51 (2013), pp. 4242--4273.
28.
A. J. Pritchard and D. Salamon, The linear quadratic control problem for infinite dimensional systems with unbounded input and output operators, SIAM J. Control Optim., 25 (1987), pp. 121--144.
29.
D. L. Russell, Quadratic performance criteria in boundary control of linear symmetric hyperbolic systems, SIAM J. Control Optim., 11 (1973), pp. 475--509.
30.
W. M. Schmidt, Simultaneous approximation to algebraic numbers by rationals, Acta Math., 125 (1970), pp. 189--201.
31.
E. D. Sontag, Mathematical Control Theory: Deterministic Finite Dimensional Systems, 2nd ed., Springer, New York, 1998.
32.
R. Stahn, Optimal decay rate for the wave equation on a square with constant damping on a strip, Z. Angew. Math. Phys., 68 (2017).
33.
E. Trélat, C. Zhang, and E. Zuazua, Steady-state and periodic exponential turnpike property for optimal control problems in Hilbert spaces, SIAM J. Control Optim., 56 (2018), pp. 1222--1252.
34.
E. Trélat and C. Zhang, Integral and measure-turnpike property for infinite-dimensional optimal control problems, Math. Control Signals Systems, 30 (2018).
35.
H. Triebel, Interpolation Theory, Function Spaces, Differential Operators, North Holland, Amsterdam, 1978.
36.
M. Tucsnak and G. Weiss, Observation and Control for Operator Semigroups, Birkhäuser, Boston, 2009.
37.
J. Valein and Z. Zuazua, Stabilization of the wave equation on 1-d networks, SIAM J. Control Optim., 48 (2009), pp. 2771--2797.
38.
G. Weiss and R. Rebarber, Optimizability and estimatability for infinite-dimensional linear systems, SIAM J. Control Optim., 39 (2000), pp. 1204--1232.
39.
J. C. Willems, Least squares stationary optimal control and the algebraic Riccati equation, IEEE Trans Automat. Control, 16 (1972), pp. 621--634.
40.
G. Q. Xu, D. Y. Liu, and Y. Q. Liu, Abstract second order hyperbolic system and applications to controlled network of strings, SIAM J. Control Optim., 47 (2008), pp. 1762--1784.
41.
X. Zhang and E. Zuazua, Long time behavior of a coupled heat-wave system arising in fluid-structure interaction, Arch. Ration. Mech. Anal., 184 (2007), pp. 49--120.
42.
E. Zuazua, Large time control and turnpike properties for wave equations, Ann. Rev. Control, 44 (2017), pp. 199--210.

Information & Authors

Information

Published In

cover image SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Pages: 2440 - 2468
ISSN (online): 1095-7138

History

Submitted: 24 August 2021
Accepted: 13 May 2022
Published online: 16 August 2022

Keywords

  1. optimal control problems
  2. Riccati operator
  3. slow decay rate
  4. weak controllability and observability
  5. turnpike property

MSC codes

  1. 49J20
  2. 49K20
  3. 93C20
  4. 49N05

Authors

Affiliations

Funding Information

Alexander von Humboldt-Stiftung https://doi.org/10.13039/100005156

Funding Information

Deutsche Forschungsgemeinschaft https://doi.org/10.13039/501100001659

Funding Information

H2020 Marie Skłodowska-Curie Actions https://doi.org/10.13039/100010665 : 765579-ConFlex

Funding Information

Horizon 2020 Framework Programme https://doi.org/10.13039/100010661 : 694126-DyCon

Funding Information

Ministerio de Economía, Industria y Competitividad, Gobierno de España https://doi.org/10.13039/501100010198 : MTM2017-92996-C2- 1-R COSNET

Funding Information

National Natural Science Foundation of China https://doi.org/10.13039/501100001809 : NSFC-62073236

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

There are no citations for this item

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media