Linear quadratic regulator problem with positive controls (Q4259048)
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scientific article; zbMATH DE number 1326139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic regulator problem with positive controls |
scientific article; zbMATH DE number 1326139 |
Statements
Linear quadratic regulator problem with positive controls (English)
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22 August 1999
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necessary and sufficient conditions for optimality
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linear quadratic regulator problem
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Pontryagin's maximum principle
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dynamic programming
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optimal control
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numerical algorithm
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finite and infinite horizon problem
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