A note on finite-horizon LQ problems with indefinite cost
This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of...
| Main Authors: | , |
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| Format: | Journal Article |
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Pergamon Press
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/35138 |
| _version_ | 1848754413338886144 |
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| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_facet | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of an optimal control. |
| first_indexed | 2025-11-14T08:40:01Z |
| format | Journal Article |
| id | curtin-20.500.11937-35138 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:40:01Z |
| publishDate | 2015 |
| publisher | Pergamon Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-351382017-09-13T15:32:49Z A note on finite-horizon LQ problems with indefinite cost Ferrante, A. Ntogramatzidis, Lorenzo Riccati difference equation Indefinite LQ problem This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of an optimal control. 2015 Journal Article http://hdl.handle.net/20.500.11937/35138 10.1016/j.automatica.2014.12.008 Pergamon Press fulltext |
| spellingShingle | Riccati difference equation Indefinite LQ problem Ferrante, A. Ntogramatzidis, Lorenzo A note on finite-horizon LQ problems with indefinite cost |
| title | A note on finite-horizon LQ problems with indefinite cost |
| title_full | A note on finite-horizon LQ problems with indefinite cost |
| title_fullStr | A note on finite-horizon LQ problems with indefinite cost |
| title_full_unstemmed | A note on finite-horizon LQ problems with indefinite cost |
| title_short | A note on finite-horizon LQ problems with indefinite cost |
| title_sort | note on finite-horizon lq problems with indefinite cost |
| topic | Riccati difference equation Indefinite LQ problem |
| url | http://hdl.handle.net/20.500.11937/35138 |