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 H . We prove the following dichotomy: the number of conjugate times is identically zero or grows to innity. The latter case occurs if and only if 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 H.
On conjugate times of LQ optimal control problems / Agrachev, Andrey; Rizzi, Luca; Silveira, P.. - In: JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS. - ISSN 1079-2724. - 21:4(2015), pp. 625-641. [10.1007/s10883-014-9251-6]
On conjugate times of LQ optimal control problems
Agrachev, Andrey;Rizzi, Luca;
2015-01-01
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 H . We prove the following dichotomy: the number of conjugate times is identically zero or grows to innity. The latter case occurs if and only if 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 H.File | Dimensione | Formato | |
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