A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions (Q2576134)
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scientific article; zbMATH DE number 2236434
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| English | A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions |
scientific article; zbMATH DE number 2236434 |
Statements
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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0.8808296918869019
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0.8781760334968567
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0.8481374979019165
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0.8360453844070435
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0.8289896249771118
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