A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions (Q2576134)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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