Max-plus fundamental solution semigroups for dual operator differential Riccati equations

Algebraic properties of dynamic programming are exploited to develop a max-plus dual space fundamental solution semigroup of max-plus linear max-plus integral operators for the general solution of a restricted class of operator differential Riccati equations. By examining the kernels of these max-plus linear max-plus integral operators, it is shown that a class of dual operator Riccati equations is defined for which the developed semigroup of operators defines a max-plus primal space fundamental solution semigroup.

[1]  Thorsten Gerber,et al.  Semigroups Of Linear Operators And Applications To Partial Differential Equations , 2016 .

[2]  William M. McEneaney,et al.  Max-plus methods for nonlinear control and estimation , 2005 .

[3]  Alain Bensoussan,et al.  Representation and Control of Infinite Dimensional Systems, 2nd Edition , 2007, Systems and control.

[4]  William M. McEneaney,et al.  The Principle of Least Action and Fundamental Solutions of Mass-Spring and N-Body Two-Point Boundary Value Problems , 2015, SIAM J. Control. Optim..

[5]  Huan Zhang,et al.  Max-plus fundamental solution semigroups for optimal control problems , 2015, SIAM Conf. on Control and its Applications.

[6]  R. Rockafellar Conjugate Duality and Optimization , 1987 .

[7]  William M. McEneaney,et al.  A fundamental solution for an infinite dimensional two-point boundary value problem via the principle of stationary action , 2013, 2013 Australian Control Conference.

[8]  Angus E. Taylor Introduction to functional analysis , 1959 .

[9]  Hans Zwart,et al.  An Introduction to Infinite-Dimensional Linear Systems Theory , 1995, Texts in Applied Mathematics.

[10]  William M. McEneaney,et al.  A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering , 2000, SIAM J. Control. Optim..

[11]  William M. McEneaney,et al.  The Principle of Least Action and Solution of Two-Point Boundary Value Problems on a Limited Time Horizon , 2013, SIAM Conf. on Control and its Applications.

[12]  R. Tyrrell Rockafellar,et al.  Variational Analysis , 1998, Grundlehren der mathematischen Wissenschaften.