Solving the Infinite-Horizon Constrained LQR Problem Using Accelerated Dual Proximal Methods

DOI10.1109/TAC.2016.2594381zbMath1366.93331arXiv1501.04352OpenAlexW199335183MaRDI QIDQ5282422

Giorgos Stathopoulos, Milan Korda, Colin N. Jones

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1501.04352

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

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