The value-function of an infinite-horizon linear-quadratic problem

DOI10.1016/S0893-9659(02)00146-5zbMath1035.49023MaRDI QIDQ1861859

Yanyan Li

Publication date: 10 March 2003

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

fixed pointlinear-quadratic optimal controlRiccati equationdiscrete-time controlinfinite-horizon control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Related Items (5)

Structure of extremals of autonomous convex variational problems ⋮ Turnpike results for discrete-time optimal control systems arising in economic dynamics ⋮ The limiting behavior of the value-function for variational problems arising in continuum mechanics ⋮ Two turnpike results for a discrete-time optimal control systems ⋮ Optimal solutions for a class of infinite horizon variational problems with extended-valued integrands

Cites Work

• Dynamic programming and stochastic control
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The value-function of an infinite-horizon linear-quadratic problem