The role of terminal cost/reward in finite-horizon discrete-time LQ optimal control

DOI10.1016/J.LAA.2007.01.025zbMATH Open1138.49028OpenAlexW1994925156MaRDI QIDQ2644057FDOQ2644057

Authors: Augusto Ferrante, Gianfranco Bilardi 

Publication date: 27 August 2007

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

Full work available at URL: https://doi.org/10.1016/j.laa.2007.01.025

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zbMATH Keywords

invariant subspacesdifference Riccati equationgap metricdiscrete algebraic Riccati equationsequences of subspacesdiscrete-time LQ optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)
• Matrix Riccati equations in control and systems theory
• Title not available (Why is that?)
• On the Structure of the Solutions of Discrete-Time Algebraic Riccati Equation With Singular Closed-Loop Matrix
• Title not available (Why is that?)
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• On a Hardy space approach to the analysis of spectral factors
• Title not available (Why is that?)
• Hermitian solutions of the discrete-time algebraic Riccati equation

Cited In (5)

• Free finite horizon LQR: a bilevel perspective and its application to model predictive control
• A note on finite-horizon LQ problems with indefinite cost
• Stabilization control for Itô stochastic system with indefinite state and control weight costs
• Optimistic value model of indefinite LQ optimal control for discrete-time uncertain systems
• The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation

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