Applied Mathematics and Optimization, Vol.39, No.3, 361-409, 1999
Classical solutions of nonautonomous Riccati equations arising in parabolic boundary control problems
An abstract linear-quadratic regulator problem over finite time horizon is considered; it covers a large class of linear nonautonomous parabolic systems in bounded domains, with boundary control of Dirichlet or Neumann type. The associated differential Riccati equation is studied from the point of view of semigroup theory; it is shown to have a classical, explicitly represented solution for very general final data; weighted Holder regularity results for the optimal pair are deduced.