A unified approach to the finite-horizon linear quadratic optimal control problem*

DOI10.3166/ejc.13.473-488zbMath1293.49078OpenAlexW2006685568MaRDI QIDQ397328

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 12 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/28702

zbMATH Keywords

algebraic Riccati equation\(H_2\) decoupling with previewdifferential Riccati equationsign-controllabilitystrongly unmixed solutions of an ARE

Mathematics Subject Classification ID

Controllability (93B05) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

A reduction technique for discrete generalized algebraic and difference Riccati equations, Free finite horizon LQR: a bilevel perspective and its application to model predictive control, On the solution of the Riccati differential equation arising from the LQ optimal control problem, Stability robustness of linear quadratic regulators

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