The linear-Quadratic Control Problem: Some Recent Results and Outstanding Problems

DOI10.1137/1022089zbMath0452.49003OpenAlexW1981140524MaRDI QIDQ3899080

John L. Casti

Publication date: 1980

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1022089

zbMATH Keywords

linear-quadratic controlsingular controlgeometric structureLQG inverse problemstate/control constraints

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Algebraic methods (93B25) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (7)

Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework ⋮ Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems ⋮ Complete solutions to general box-constrained global optimization problems ⋮ Invariance of the quadratic cost on a set of non-optimal control laws ⋮ Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework ⋮ Dynamic behavior of CO\(_2\) spot prices ⋮ Generalized solutions for singular optimal control problems

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