MESH INDEPENDENCE OF KLEINMAN-NEWTON ITERATIONS FOR RICCATI EQUATIONS IN HILBERT SPACE.

In this paper we consider the convergence of the infinite dimensional version of the Kleinman–Newton algorithm for solving the algebraic Riccati operator equation associated with the linear quadratic regulator problem in a Hilbert space. We establish mesh independence for this algorithm and apply the result to systems governed by delay equations. Numerical examples are presented to illustrate the results. [ABSTRACT FROM AUTHOR]