A simple solution to the finite-horizon LQ problem with zero terminal state. (Q5389719)
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scientific article; zbMATH DE number 6026950
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| English | A simple solution to the finite-horizon LQ problem with zero terminal state. |
scientific article; zbMATH DE number 6026950 |
Statements
23 April 2012
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finite-horizon LQ problem
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Hamiltonian system
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Riccati equation
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optimal value of the quadratic cost
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0.8481374979019165
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0.8450325727462769
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0.8321723937988281
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