The autonomous linear quadratic control problem. Theory and numerical solution

Publication date: 18 September 1992

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

optimal control; numerical methods; algebraic Riccati equations; Riccati differential equations; linear quadratic optimal control problems; Hessenberg forms; continuous time problem; differential algebraic equation constraints; discrete time problem; Schur forms

Mathematics Subject Classification ID

93D15: Stabilization of systems by feedback

93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

49-02: Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control

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