Linear quadratic regulator problem with positive controls (Q4259048)

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scientific article; zbMATH DE number 1326139
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    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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