The role of terminal cost/reward in finite-horizon discrete-time LQ optimal control

DOI10.1016/j.laa.2007.01.025zbMath1138.49028OpenAlexW1994925156MaRDI QIDQ2644057

Augusto Ferrante, Gianfranco Bilardi

Publication date: 27 August 2007

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

Full work available at URL: https://doi.org/10.1016/j.laa.2007.01.025

zbMATH Keywords

invariant subspacesdifference Riccati equationgap metricdiscrete algebraic Riccati equationsequences of subspacesdiscrete-time LQ optimal control

Mathematics Subject Classification ID

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

Related Items (5)

Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems ⋮ The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation ⋮ Free finite horizon LQR: a bilevel perspective and its application to model predictive control ⋮ A note on finite-horizon LQ problems with indefinite cost ⋮ Stabilization control for Itô stochastic system with indefinite state and control weight costs

Cites Work

• Matrix Riccati equations in control and systems theory
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Matrix Analysis
• Hermitian solutions of the discrete-time algebraic Riccati equation
• On a Hardy space approach to the analysis of spectral factors
• On the Structure of the Solutions of Discrete-Time Algebraic Riccati Equation With Singular Closed-Loop Matrix
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