A discussion on the discrete-time finite-horizon indefinite LQ problem
The aim of this paper is to compare and discuss some old and new results on the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case where the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We show in partic...
| Main Authors: | , |
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| Format: | Conference Paper |
| Published: |
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/52505 |