On the solvability of the Yakubovich linear-quadratic infinite horizon minimization problem

Abstract

The Yakubovich Frequency Theorem, in its periodic version and in its general nonautonomous extension, establishes conditions which are equivalent to the global solvability of a minimization problem of infinite horizon type, given by the integral in the positive half-line of a quadratic functional subject to a control system. It also provides the unique minimizing pair "solution, control" and the value of the minimum. In this paper we establish less restrictive conditions under which the problem is partially solvable, characterize the set of initial data for which the minimum exists, and obtain its value as well a minimizing pair. The occurrence of exponential dichotomy and the null character of the rotation number for a nonautonomous linear Hamiltonian system defined from the minimization problem are fundamental in the analysis.