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

DOI10.1016/J.LAA.2007.01.025MaRDI QIDQ2644057zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3983386 (Why is no real title available?)
• scientific article; zbMATH DE number 1284114 (Why is no real title available?)
• scientific article; zbMATH DE number 1131803 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Hermitian solutions of the discrete-time algebraic Riccati equation
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Matrix Analysis
• Matrix Riccati equations in control and systems theory
• On a Hardy space approach to the analysis of spectral factors
• On the Structure of the Solutions of Discrete-Time Algebraic Riccati Equation With Singular Closed-Loop Matrix

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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