A nonrecursive solution method for the linear-quadratic optimal control problem with a singular transition matrix

DOI10.1023/A:1008673425186zbMath0918.90026OpenAlexW1561579480MaRDI QIDQ1284834

Jürgen Ehlgen

Publication date: 4 August 1999

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008673425186

zbMATH Keywords

dynamic optimizationmatrix Riccati equation

Mathematics Subject Classification ID

Economic growth models (91B62) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Reducing the dimensionality of linear quadratic control problems

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