A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions (Q2576134): Difference between revisions

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A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions
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    A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions (English)
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    8 December 2005
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    Finite-horizon LQ problem
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    Hamiltonian differential equation
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    Algebraic Riccati equations
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    Boundary conditions
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    Optimal cost
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