Riccati Equations for Stable Well-Posed Linear Systems: The Generic Case

Under the generic assumption that zero is in the resolvent set of the generator, we show that the optimal control problem for a stable well-posed linear system is equivalent to a control problem for its reciprocal system which has bounded generating operators. Consequently, the operator X that defines the optimal cost satisfies a Riccati equation with bounded operators. Previous results needed various regularity assumptions to obtain X as a solution to a Riccati equation resembling that in the finite-dimensional theory.