Square indefinite LQ-problem: Existence of a unique solution

DOI10.1007/BF02189799zbMATH Open0865.49025OpenAlexW2110147459MaRDI QIDQ2565033FDOQ2565033

Authors: J. C. Engwerda 

Publication date: 7 January 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02189799

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zbMATH Keywords

discrete-time systemsfinite planning horizonlinear-quadratic controlquadratic cost functionalindefinite cost functions

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

Cites Work

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• On the numerical solution of the discrete-time algebraic Riccati equation
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• The regular indefinite linear-quadratic problem with linear endpoint contraints
• Stable hermitian solutions of discrete algebraic Riccati equations

Cited In (1)

• Solvability of the discrete LQR-problem under minimal assumptions

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