Partial stabilizability and hidden convexity of indefinite LQ problem
linear matrix inequalitysemi-definite programming\(x_0\)-stabilizabilitygeneralized algebraic Riccati equationindefinite LQ problem
Optimality conditions and duality in mathematical programming (90C46) Semidefinite programming (90C22) Control problems involving ordinary differential equations (34H05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Stabilization of solutions to ordinary differential equations (34H15) Linear inequalities of matrices (15A39)
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Cites Work
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- scientific article; zbMATH DE number 1324395 (Why is no real title available?)
- scientific article; zbMATH DE number 3111121 (Why is no real title available?)
- A necessary and sufficient condition for solvability of the linear- quadratic control problem without stability
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- Hidden convexity in some nonconvex quadratically constrained quadratic programming
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- Linear Matrix Inequalities in System and Control Theory
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Pick Matrix Conditions for Sign-Definite Solutions of the Algebraic Riccati Equation
- Semidefinite Programming
- Singular Optimal Control: A Geometric Approach
- Singular optimal control problems
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
- The Riccati equation
- The singular solutions to a singular quadratic minimization problem†
- The time-invariant linear-quadratic optimal control problem
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
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