On the solution of the Riccati differential equation arising from the LQ optimal control problem

DOI10.1016/j.sysconle.2009.12.006zbMath1186.49025OpenAlexW2020036480WikidataQ115340990 ScholiaQ115340990MaRDI QIDQ962176

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 6 April 2010

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

Full work available at URL: http://hdl.handle.net/20.500.11937/22423

zbMATH Keywords

LQ optimal controlRiccati differential equationsign-controllabilityHamiltonian differential equationextreme solutions of the algebraic Riccati equation

Mathematics Subject Classification ID

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

Related Items (10)

Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems ⋮ A reduction technique for discrete generalized algebraic and difference Riccati equations ⋮ Symplectic method based on generating function for receding horizon control of linear time-varying systems ⋮ Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems ⋮ Modulation of reproducing kernel Hilbert space method for numerical solutions of Riccati and Bernoulli equations in the Atangana-Baleanu fractional sense ⋮ Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method ⋮ Stability robustness of linear quadratic regulators ⋮ Approximate solution for solving fractional Riccati differential equations via trigonometric basic functions ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups ⋮ Risk-sensitive mean field games with major and minor players

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