The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost

DOI10.1137/0327003zbMath0669.93040OpenAlexW2095763406MaRDI QIDQ3823467

Harry L. Trentelman

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/the-regular-freeendpoint-linear-quadratic-problem-with-indefinite-cost(9591aae5-8295-4e23-bc6a-8602728a0c55).html

zbMATH Keywords

algebraic Riccati equationfeedback control lawexistence of optimal controlscontinuous-timelinear quadratic optimal controlfree-endpoint regular linear quadratic problemindefinite cost functionalsubspace inclusion

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05)

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Partial stabilizability and hidden convexity of indefinite LQ problem ⋮ The Regular Indefinite Linear Quadratic Optimal Control Problem: Stabilizable Case ⋮ Uniqueness conditions for the affine open-loop linear quadratic differential game ⋮ Linear-Quadratic Optimal Control of Differential-Algebraic Systems: The Infinite Time Horizon Problem with Zero Terminal State ⋮ Indefinite LQ problem for irregular singular systems ⋮ Structured optimal feedback in multi-agent systems: a static output feedback perspective ⋮ Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term ⋮ Stabilizability of Game-Based Control Systems ⋮ A result on output feedback linear quadratic control ⋮ Singular linear quadratic optimal control for singular stochastic discrete‐time systems ⋮ The regular convex cooperative linear quadratic control problem ⋮ The open-loop linear quadratic differential game for index one descriptor systems ⋮ Square indefinite LQ-problem: Existence of a unique solution ⋮ Discrete-time H2 and H∞ low-gain theory ⋮ Min-max robust control in LQ-differential games

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