On the Positive LQ-Problem for Linear Discrete Time Systems

DOI10.1007/978-3-642-02894-6_4zbMath1182.49028OpenAlexW2213568943MaRDI QIDQ3407636

Charlotte Beauthier, Joseph J. Winkin

Publication date: 4 March 2010

Published in: Positive Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02894-6_4

zbMATH Keywords

maximum principleHamiltonian systemfinite horizon linear-quadratic (LQ) optimal control problemLQ-optimal closed-loop systempositive linear systems in discrete time

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Positive matrices and their generalizations; cones of matrices (15B48) Optimality conditions for free problems in two or more independent variables (49K10)

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