Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems

DOI10.1016/0024-3795(89)90707-6zbMath0677.49001OpenAlexW2092855029MaRDI QIDQ1123381

Volker Mehrmann

Publication date: 1989

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(89)90707-6

zbMATH Keywords

linear quadratic optimal control problemslinear differential or difference algebraic equation

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions (49K99) General theory for ordinary differential equations (34A99) Existence theories in calculus of variations and optimal control (49J99)

Related Items (14)

Control of linear systems under state-control constraints ⋮ The linear quadratic optimal control problem for linear descriptor systems with variable coefficients ⋮ On the convergence and stability of fractional singular Kalman filter and Riccati equation ⋮ Hermitian solutions of the discrete-time algebraic Riccati equation ⋮ Numerical solution of differential algebraic Riccati equations ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Smooth factorizations of matrix valued functions and their derivatives ⋮ State estimation for sampled-data descriptor nonlinear system: a strong tracking unscented Kalman filter approach ⋮ Hyponormal and strongly hyponormal matrices in inner product spaces ⋮ Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems ⋮ Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation ⋮ On Hamiltonian and symplectic Hessenberg forms ⋮ Anti-triangular and anti-\(m\)-Hessenberg forms for Hermitian matrices and pencils ⋮ Discounted cost linear quadratic Gaussian control for descriptor systems

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