{"title":"Riccati方程的弱解及其在闭环控制中的应用","authors":"Deqin Su, Xiaoying Wang, Yong Li","doi":"10.1111/sapm.70078","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>In this paper, we establish the existence of a weak solution to the Riccati equation via the canonical Hamiltonian formulation and Ekeland variational principle and present an application in the closed-loop control. It is well-known that the general Riccati equation admits no classical solution due to its blow-up behavior. Nevertheless, by introducing a residual <span></span><math>\n <semantics>\n <mi>μ</mi>\n <annotation>$\\mu$</annotation>\n </semantics></math> through the combined application of the canonical Hamiltonian formulation and the Ekeland variational principle, we observe that under appropriate conditions, the weak solution to the Riccati equation exists. Initially, we derive the Hamilton–Jacobi equation from the Riccati equation incorporating the residual <span></span><math>\n <semantics>\n <mi>μ</mi>\n <annotation>$\\mu$</annotation>\n </semantics></math>, utilizing the canonical Hamiltonian formalism. Subsequently, we elucidate the relationship between the viscosity solution <span></span><math>\n <semantics>\n <msup>\n <mi>S</mi>\n <mo>∗</mo>\n </msup>\n <annotation>$\\mathcal {S}^*$</annotation>\n </semantics></math> of the Hamilton–Jacobi equation and the residual <span></span><math>\n <semantics>\n <mi>μ</mi>\n <annotation>$\\mu$</annotation>\n </semantics></math>, thereby justifying the introduction of <span></span><math>\n <semantics>\n <mi>μ</mi>\n <annotation>$\\mu$</annotation>\n </semantics></math> and establishing the existence of the weak solution. Finally, we present the application of the Riccati equation with the residual <span></span><math>\n <semantics>\n <mi>μ</mi>\n <annotation>$\\mu$</annotation>\n </semantics></math> in a closed-loop control setting, thereby further substantiating the existence of the weak solution.</p></div>","PeriodicalId":51174,"journal":{"name":"Studies in Applied Mathematics","volume":"155 1","pages":""},"PeriodicalIF":2.6000,"publicationDate":"2025-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Weak Solutions to the Riccati Equation and the Application in the Closed-Loop Control\",\"authors\":\"Deqin Su, Xiaoying Wang, Yong Li\",\"doi\":\"10.1111/sapm.70078\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n \\n <p>In this paper, we establish the existence of a weak solution to the Riccati equation via the canonical Hamiltonian formulation and Ekeland variational principle and present an application in the closed-loop control. It is well-known that the general Riccati equation admits no classical solution due to its blow-up behavior. Nevertheless, by introducing a residual <span></span><math>\\n <semantics>\\n <mi>μ</mi>\\n <annotation>$\\\\mu$</annotation>\\n </semantics></math> through the combined application of the canonical Hamiltonian formulation and the Ekeland variational principle, we observe that under appropriate conditions, the weak solution to the Riccati equation exists. Initially, we derive the Hamilton–Jacobi equation from the Riccati equation incorporating the residual <span></span><math>\\n <semantics>\\n <mi>μ</mi>\\n <annotation>$\\\\mu$</annotation>\\n </semantics></math>, utilizing the canonical Hamiltonian formalism. Subsequently, we elucidate the relationship between the viscosity solution <span></span><math>\\n <semantics>\\n <msup>\\n <mi>S</mi>\\n <mo>∗</mo>\\n </msup>\\n <annotation>$\\\\mathcal {S}^*$</annotation>\\n </semantics></math> of the Hamilton–Jacobi equation and the residual <span></span><math>\\n <semantics>\\n <mi>μ</mi>\\n <annotation>$\\\\mu$</annotation>\\n </semantics></math>, thereby justifying the introduction of <span></span><math>\\n <semantics>\\n <mi>μ</mi>\\n <annotation>$\\\\mu$</annotation>\\n </semantics></math> and establishing the existence of the weak solution. Finally, we present the application of the Riccati equation with the residual <span></span><math>\\n <semantics>\\n <mi>μ</mi>\\n <annotation>$\\\\mu$</annotation>\\n </semantics></math> in a closed-loop control setting, thereby further substantiating the existence of the weak solution.</p></div>\",\"PeriodicalId\":51174,\"journal\":{\"name\":\"Studies in Applied Mathematics\",\"volume\":\"155 1\",\"pages\":\"\"},\"PeriodicalIF\":2.6000,\"publicationDate\":\"2025-07-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Studies in Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/sapm.70078\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Studies in Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/sapm.70078","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Weak Solutions to the Riccati Equation and the Application in the Closed-Loop Control
In this paper, we establish the existence of a weak solution to the Riccati equation via the canonical Hamiltonian formulation and Ekeland variational principle and present an application in the closed-loop control. It is well-known that the general Riccati equation admits no classical solution due to its blow-up behavior. Nevertheless, by introducing a residual through the combined application of the canonical Hamiltonian formulation and the Ekeland variational principle, we observe that under appropriate conditions, the weak solution to the Riccati equation exists. Initially, we derive the Hamilton–Jacobi equation from the Riccati equation incorporating the residual , utilizing the canonical Hamiltonian formalism. Subsequently, we elucidate the relationship between the viscosity solution of the Hamilton–Jacobi equation and the residual , thereby justifying the introduction of and establishing the existence of the weak solution. Finally, we present the application of the Riccati equation with the residual in a closed-loop control setting, thereby further substantiating the existence of the weak solution.
期刊介绍:
Studies in Applied Mathematics explores the interplay between mathematics and the applied disciplines. It publishes papers that advance the understanding of physical processes, or develop new mathematical techniques applicable to physical and real-world problems. Its main themes include (but are not limited to) nonlinear phenomena, mathematical modeling, integrable systems, asymptotic analysis, inverse problems, numerical analysis, dynamical systems, scientific computing and applications to areas such as fluid mechanics, mathematical biology, and optics.