The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems

In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t. the quadratic performance criterium. It is shown that in general the set of solutions that solve the problem constitutes a manifold. This feedback formulation of the optimization problem is natural in the context of differential games and we provide a characterization of feedback Nash equilibria in a deterministic context

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Year of publication:	[2008]
Authors:	Engwerda, Jacob Christiaan
Other Persons:	Wijayanti, Indah Emilia (contributor)
Publisher:	[2008]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Dynamisches Spiel \| Dynamic game \| Nichtkooperatives Spiel \| Noncooperative game

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