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On conjugate times of LQ optimal control problems

Authors :
Agrachev, Andrei
Rizzi, Luca
Silveira, Pavel
Source :
Journal of Dynamical and Control Systems October 2015, Volume 21, Issue 4, pp 625-641
Publication Year :
2013

Abstract

Motivated by the study of linear quadratic optimal control problems, we consider a dynamical system with a constant, quadratic Hamiltonian, and we characterize the number of conjugate times in terms of the spectrum of the Hamiltonian vector field $\vec{H}$. We prove the following dichotomy: the number of conjugate times is identically zero or grows to infinity. The latter case occurs if and only if $\vec{H}$ has at least one Jordan block of odd dimension corresponding to a purely imaginary eigenvalue. As a byproduct, we obtain bounds from below on the number of conjugate times contained in an interval in terms of the spectrum of $\vec{H}$.<br />Comment: 14 pages, 1 figure. Final version, to appear on JDCS

Details

Database :
arXiv
Journal :
Journal of Dynamical and Control Systems October 2015, Volume 21, Issue 4, pp 625-641
Publication Type :
Report
Accession number :
edsarx.1311.2009
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s10883-014-9251-6