Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems

DOI10.1137/0614055zbMATH Open0786.93043OpenAlexW2077728023MaRDI QIDQ3136548FDOQ3136548

Authors: André C. M. Ran, Harry Trentelman 

Publication date: 18 October 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://pure.rug.nl/ws/files/14408970/1993SIAMJMatrAnalApplRan.pdf

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zbMATH Keywords

continuous-timecontinuous-time algebraic Riccati equationinfinite-horizon linear quadratic problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35)

Cited In (28)

• Dissipativity properties in constrained optimal control: a computational approach
• Square indefinite LQ-problem: Existence of a unique solution
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
• Hermitian solutions of the discrete-time algebraic Riccati equation
• On the geometry of symplectic pencils arising from discrete-time matrix equations
• Statistically consistent inverse optimal control for discrete-time indefinite linear-quadratic systems
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
• The Discrete Algebraic Riccati Equation and Hermitian Block Toeplitz Matrices
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
• Intervals of solutions of the discrete-time algebraic Riccati equation
• Congruence of Hermitian matrices by Hermitian matrices
• A note on finite-horizon LQ problems with indefinite cost
• The role of terminal cost/reward in finite-horizon discrete-time LQ optimal control
• Title not available (Why is that?)
• The discrete algebraic Riccati equation and linear matrix inequality
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• A vector space approach to the indefinite LQR problem
• The regular indefinite linear-quadratic problem with linear endpoint contraints
• Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case
• A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems
• Indefinite LQ problem for irregular singular systems
• Infinite-horizon linear-quadratic control with end-point state penalty term: The discrete-time case
• Title not available (Why is that?)
• Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation
• The Algebraic Riccati Equation and Its Role in Indefinite Inner Product Spaces
• A step toward a unified treatment of continuous and discrete time control problems
• Geometric aspects of the Riccati difference equation in the nonsymmetric case

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