A note on finite-horizon LQ problems with indefinite cost

Author:

Ferrante Augusto,Ntogramatzidis Lorenzo

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference12 articles.

1. Optimal control: linear quadratic methods;Anderson,1989

2. The role of terminal cost/reward in finite-horizon discrete-time LQ optimal control;Bilardi;Linear Algebra and its Applications,2007

3. The extended symplectic pencil and the finite-horizon LQ problem with two-sided boundary conditions;Ferrante;IEEE Transactions on Automatic Control,2013

4. The generalized discrete algebraic Riccati equation in linear-quadratic optimal control;Ferrante;Automatica,2013

5. A reduction technique for discrete generalized algebraic and difference Riccati equations;Ferrante;Linear and Multilinear Algebra,2014

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