On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions

DOI10.1016/j.automatica.2018.04.034zbMath1401.49043OpenAlexW2799468485MaRDI QIDQ1797076

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 17 October 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.034

zbMATH Keywords

continuous-time constrained generalized Riccati equationsingular linear quadratic (LQ) optimal control problem

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

Related Items (2)

Optimal Singular LQR Problem: A PD Feedback Solution ⋮ Linear-quadratic mean field control: the invariant subspace method

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