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arxiv: 1311.2009 · v2 · pith:IRH26XRDnew · submitted 2013-11-08 · 🧮 math.OC · math.DG· math.DS· math.SG

On conjugate times of LQ optimal control problems

classification 🧮 math.OC math.DGmath.DSmath.SG
keywords conjugatetimesnumbercontrolhamiltonianoptimalproblemsquadratic
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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 $\vec{H}$. We prove the following dichotomy: the number of conjugate times is identically zero or grows to infinity. The latter case occurs if and only if $\vec{H}$ 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 $\vec{H}$.

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