Large finite horizon and infinite horizon lq-optimal control problems

DOI10.1002/oca.4660040104zbMath0527.49014OpenAlexW2095257524MaRDI QIDQ3308639

Jacques L. Willems, Frank M. Callier

Publication date: 1983

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660040104

zbMATH Keywords

equivalenceinfinite horizonRiccati equationsfinite horizonlinear-quadratic optimal regulatorstandard regulator problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Stability of control systems (93D99) Model systems in control theory (93C99)

Related Items (5)

Infinite-horizon linear-quadratic control with end-point state penalty term: The discrete-time case ⋮ Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction ⋮ A parametrization of the nonnegative definite solutions of the algebraic Riccati equation ⋮ On the solution of the Riccati differential equation arising from the LQ optimal control problem ⋮ A rigorous solution of the infinite time interval LQ problem with constant state tracking

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