A numerical solution of positive-semidefinite linear-quadratic optimal control

MaRDI QIDQ3611225zbMATH OpenFDO

Authors

Publication date 6 March 2009

zbMATH Keywords

dynamic systemslinear programlinear-quadratic optimal controloptimal control

Mathematics Subject Classification ID

Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 2195329

Cited in

(4)

• On numeric solution of linear-quadratic optimal control problem by dual method
• The Numerical Solution of the Linear Regulator Problem with Positive Control
• Linear Quadratic Optimization for Systems in the Behavioral Approach
• A primal-dual semi-definite programming approach to linear quadratic control

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