Uniqueness of local minima for linear quadratic control design

DOI10.1016/0167-6911(85)90025-8zbMath0557.93072OpenAlexW2054471222MaRDI QIDQ762033

Eva Trulsson

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90025-8

zbMATH Keywords

local minimumgradient methodglobal optimumoptimal regulatorscalar discrete-time stochastic linear system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Methods of reduced gradient type (90C52) Existence of optimal solutions to problems involving randomness (49J55)

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Cites Work

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