The Riccati equation solution of the linear-quadratic problem with constrained terminal state

DOI10.1109/TAC.1981.1102600zbMATH Open0487.93023MaRDI QIDQ3948944FDOQ3948944

Authors: Pavol Brunovský, Jozef Komorník 

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

matrix Riccati equationlinear-quadratic optimal control problemconstrained terminal state

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Matrix equations and identities (15A24) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30)

Cited In (5)

• A unified approach to the finite-horizon linear quadratic optimal control problem*
• Linear-nonquadratic optimal control problems with terminal inequality constraints
• LQ tracking controls with fixed terminal states and their application to receding horizon controls
• A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions
• Feedback exact null controllability for unbounded control problems in Hilbert space

This page was built for publication: The Riccati equation solution of the linear-quadratic problem with constrained terminal state

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3948944)