### Abstract

Original language | Unknown |
---|---|

Title of host publication | Modeling, Simulation and Optimization; Tolerance and Optimal Control |

Editors | Sc Shkelzen Cakaj |

Place of Publication | Vukovar, Croatia |

Publisher | In-teh |

Pages | 207-221 |

ISBN (Print) | 978-953-307-056-8 |

Publication status | Published - 1 Jan 2010 |

### Cite this

*Modeling, Simulation and Optimization; Tolerance and Optimal Control*(pp. 207-221). Vukovar, Croatia: In-teh.

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*Modeling, Simulation and Optimization; Tolerance and Optimal Control.*In-teh, Vukovar, Croatia, pp. 207-221.

**Factorization of overdetermined boundary value problems.** / Louro, Bento José Carrilho Miguens.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

TY - CHAP

T1 - Factorization of overdetermined boundary value problems

AU - Louro, Bento José Carrilho Miguens

PY - 2010/1/1

Y1 - 2010/1/1

N2 - The purpose of this chapter is to present the application of the factorization method of linear elliptic boundary value problems to overdetermined problems. The factorization method of boundary value problems is inspired from the computation of the optimal feedback control in linear quadratic optimal control problems. This computation uses the invariant embedding technique of R. Bellman: the initial problem is embedded in a family of similar problems starting from the current time with the current position. This allows to express the optimal control as a linear function of the current state through a gain that is built using the solution of a Riccati equation. The idea of boundary value problem factorization is similar with a spacewise invariant embedding.

AB - The purpose of this chapter is to present the application of the factorization method of linear elliptic boundary value problems to overdetermined problems. The factorization method of boundary value problems is inspired from the computation of the optimal feedback control in linear quadratic optimal control problems. This computation uses the invariant embedding technique of R. Bellman: the initial problem is embedded in a family of similar problems starting from the current time with the current position. This allows to express the optimal control as a linear function of the current state through a gain that is built using the solution of a Riccati equation. The idea of boundary value problem factorization is similar with a spacewise invariant embedding.

M3 - Chapter

SN - 978-953-307-056-8

SP - 207

EP - 221

BT - Modeling, Simulation and Optimization; Tolerance and Optimal Control

A2 - Cakaj, Sc Shkelzen

PB - In-teh

CY - Vukovar, Croatia

ER -