Square indefinite LQ-problem: Existence of a unique solution

DOI10.1007/BF02189799zbMath0865.49025OpenAlexW2110147459MaRDI QIDQ2565033

Jacob Christiaan Engwerda

Publication date: 7 January 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02189799

zbMATH Keywords

discrete-time systemsfinite planning horizonlinear-quadratic controlquadratic cost functionalindefinite cost functions

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

Cites Work

• The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
• Stable hermitian solutions of discrete algebraic Riccati equations
• The time-invariant linear-quadratic optimal control problem
• On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
• Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
• The regular indefinite linear-quadratic problem with linear endpoint contraints
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Hermitian solutions of the discrete algebraic Riccati equation
• The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
• Spectral theory of the linear-quadratic optimal control problem: A new algorithm for spectral computations
• On the numerical solution of the discrete-time algebraic Riccati equation
• Spectral theory of the linear-quadratic optimal control problem: Discrete-time single-input case
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