Numerical Approximation for the Infinite-Dimensional Discrete-Time Optimal Linear-Quadratic Regulator Problem

DOI10.1137/0326025zbMath0644.93013OpenAlexW1983622166MaRDI QIDQ3787853

I. G. Rosen, James S. Gibson

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19860015705

zbMATH Keywords

convergencesemigroupinfinite-dimensional systemdiscrete-time optimal controlnumerical approximation schemesapproximating feedback kernelsapproximating gain operatorsfinite-dimensional discrete-time linear quadratic regulator problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Groups and semigroups of linear operators (47D03) Control/observation systems in abstract spaces (93C25) Inner product spaces and their generalizations, Hilbert spaces (46C99)

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