Generalized Finite-Horizon Linear-Quadratic Optimal Control

The linear-quadratic (LQ) problem is the prototype of a large number of optimal control problems, including the fixed endpoint, the point-to-point, and several H 2/H 8 control problems, as well as the dual counterparts. In the past 50 years, these problems have been addressed using different techniq...

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Bibliographic Details
Main Authors: Ferrante, A., Ntogramatzidis, Lorenzo
Format: Book Chapter
Published: Springer-Verlag 2014
Online Access:http://hdl.handle.net/20.500.11937/33349