Summary
We give some results on the operator Riccati equation arising in linear quadratic optimal control problems. Our theory covers boundary control as well as pointwise control problems.
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This work was carried out while this author was a visiting professor of C.N.R. at the Scuola Formale Superiore.
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Da Prato, G., Ichikawa, A. Riccati equations with unbounded coefficients. Annali di Matematica pura ed applicata 140, 209–221 (1985). https://doi.org/10.1007/BF01776850
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DOI: https://doi.org/10.1007/BF01776850