The Riccati equation solution of the linear-quadratic problem with constrained terminal state

DOI10.1109/TAC.1981.1102600zbMath0487.93023MaRDI QIDQ3948944

Pavol Brunovský, Jozef Komorník

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

matrix Riccati equationlinear-quadratic optimal control problemconstrained terminal state

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30)

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