Unified Riccati Theory for Optimal Permanent and Sampled-Data Control Problems in Finite and Infinite Time Horizons

DOI10.1137/20M1318535zbMath1458.49027arXiv2002.04246OpenAlexW3127944878MaRDI QIDQ4965180

Loïc Bourdin, Emmanuel Trélat

Publication date: 26 February 2021

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

Full work available at URL: https://arxiv.org/abs/2002.04246

zbMATH Keywords

optimal controlconvergencesampled-data controlfeedback controllinear-quadratic problemsRiccati theory

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Sampled-data control/observation systems (93C57) Linear-quadratic optimal control problems (49N10) Digital control/observation systems (93C62) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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