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Fast algorithm for a constrained infinite horizon LQ problem - MaRDI portal

Fast algorithm for a constrained infinite horizon LQ problem (Q4485279)

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scientific article; zbMATH DE number 1457783
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Fast algorithm for a constrained infinite horizon LQ problem
scientific article; zbMATH DE number 1457783

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    Fast algorithm for a constrained infinite horizon LQ problem (English)
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    12 June 2000
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    single-input single-output system
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    infinite horizon linear quadratic optimal control
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    discrete-time SISO plant
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    quadratic programming
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    dynamic programming
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