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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    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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