The Linear Regulator Problem for Parabolic Systems
Harvey Thomas Banks, Karl K. Kunisch · SIAM Journal on Control and Optimization · 1984
We present an approximation framework for computation (in finite dimensional spaces) of Riccati operators that can be guaranteed to converge to the Riccati operator in feedback controls for abstract evolution systems in a Hilbert space. It is shown how these results may be used in the linear optimal regulator problem for a large class of parabolic systems.