A max-plus based fundamental solution for a class of discrete time linear regulator problems

DOI10.1016/j.laa.2015.01.008zbMath1306.93052arXiv1306.5060OpenAlexW2077251982MaRDI QIDQ2261571

Peter M. Dower, Huan Zhang

Publication date: 6 March 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5060

zbMATH Keywords

linear quadratic regulatordifference Riccati equationsmax-plus fundamental solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Max-plus and related algebras (15A80)

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