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On the solution of the Riccati differential equation arising from the LQ optimal control problem - MaRDI portal

On the solution of the Riccati differential equation arising from the LQ optimal control problem (Q962176)

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scientific article; zbMATH DE number 5689492
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On the solution of the Riccati differential equation arising from the LQ optimal control problem
scientific article; zbMATH DE number 5689492

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    On the solution of the Riccati differential equation arising from the LQ optimal control problem (English)
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    6 April 2010
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    Riccati differential equation
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    LQ optimal control
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    Hamiltonian differential equation
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    extreme solutions of the algebraic Riccati equation
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    sign-controllability
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