A unified approach to the finite-horizon linear quadratic optimal control problem*

DOI10.3166/EJC.13.473-488zbMATH Open1293.49078OpenAlexW2006685568MaRDI QIDQ397328FDOQ397328

Authors: Augusto Ferrante, Lorenzo Ntogramatzidis 

Publication date: 12 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/28702

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zbMATH Keywords

algebraic Riccati equation\(H_2\) decoupling with previewdifferential Riccati equationsign-controllabilitystrongly unmixed solutions of an ARE

Mathematics Subject Classification ID

Controllability (93B05) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15)

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Cited In (11)

• Free finite horizon LQR: a bilevel perspective and its application to model predictive control
• Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework
• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions
• Stability robustness of linear quadratic regulators
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• EFFECTIVE FINITE HORIZON LINEAR-QUADRATIC CONTINUOUS TERMINAL CONTROL
• 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
• A parametrization of the solutions of the Hamiltonian system for stabilizable pairs
• A Unified Approach to Optimal Feedback in the Infinite-Dimensional Linear–Quadratic Control Problem with an Inequality Constraint on the Trajectory or Terminal State

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