Linear quadratic regulator problem with positive controls (Q4259048): Difference between revisions

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Latest revision as of 20:33, 19 March 2024

scientific article; zbMATH DE number 1326139
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English
Linear quadratic regulator problem with positive controls
scientific article; zbMATH DE number 1326139

    Statements

    Linear quadratic regulator problem with positive controls (English)
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    22 August 1999
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    necessary and sufficient conditions for optimality
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    linear quadratic regulator problem
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    Pontryagin's maximum principle
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    dynamic programming
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    optimal control
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    numerical algorithm
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    finite and infinite horizon problem
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