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A Max-plus Dual Space Fundamental Solution for a Class of Operator Differential Riccati Equations
SIAM Journal of Control and Optimization
A new fundamental solution semigroup for operator differential Riccati equations is developed. This fundamental solution semigroup is constructed via an auxiliary finite horizon optimal control problem whose value functional growth with respect to time horizon is determined by a particular solution of the operator differential Riccati equation of interest. By exploiting semiconvexity of this value functional, and the attendant max-plus linearity and semigroup properties of the associateddoi:10.1137/120879312 fatcat:dhcmrocloff4vil6hzpcwyxbom