The Matrix Riccati Equation and the Noncontrollable Linear-Quadratic Problem with Terminal Constraints

DOI10.1137/0321016zbMath0507.49003OpenAlexW2076152063MaRDI QIDQ4744860

Pavol Brunovský, Jozef Komorník

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1137/0321016

zbMATH Keywords

Riccati equationterminal constraintslinear quadratic optimal control process

Mathematics Subject Classification ID

Controllability (93B05) Linear systems in control theory (93C05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

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