The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost

DOI10.1137/0327003MaRDI QIDQ3823467zbMATH OpenOpenAlexFDO

Authors Harry Trentelman

Publication date 1989

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://research.tue.nl/nl/publications/the-regular-freeendpoint-linear-quadratic-problem-with-indefinite-cost(9591aae5-8295-4e23-bc6a-8602728a0c55).html

zbMATH Keywords

algebraic Riccati equationcontinuous-timeexistence of optimal controlsfeedback control lawfree-endpoint regular linear quadratic problemindefinite cost functionallinear quadratic optimal controlsubspace inclusion

Mathematics Subject Classification ID

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

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Cited in

(25)

• The open-loop linear quadratic differential game for index one descriptor systems
• Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term
• Indefinite LQ problem for irregular singular systems
• The regular indefinite linear-quadratic problem with linear endpoint contraints
• Min-max robust control in LQ-differential games
• Uniqueness conditions for the affine open-loop linear quadratic differential game
• A result on output feedback linear quadratic control
• Square indefinite LQ-problem: Existence of a unique solution
• Discrete-time \(H_{2}\) and \(H_{\infty}\) low-gain theory
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• scientific article; zbMATH DE number 3889353 (Why is no real title available?)
• Partial stabilizability and hidden convexity of indefinite LQ problem
• A vector space approach to the indefinite LQR problem
• Invariant description of linear regulator problems and reduction of the algebraic Riccati equation
• Note on free endpoint stochastic optimal regulator
• scientific article; zbMATH DE number 61027 (Why is no real title available?)
• scientific article; zbMATH DE number 2065525 (Why is no real title available?)
• The regular indefinite linear quadratic optimal control problem: stabilizable case
• Structured optimal feedback in multi-agent systems: a static output feedback perspective
• Stabilizability of Game-Based Control Systems
• Linear-quadratic optimal control of differential-algebraic systems: the infinite time horizon problem with zero terminal state
• Singular linear quadratic optimal control for singular stochastic discrete-time systems
• On the solvability of the regular linear quadratic regulation: stabilizable case
• Strong well-posedness of the regular linear-quadratic problems: stabilizable case
• The regular convex cooperative linear quadratic control problem

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