A discussion on the discrete-time finite-horizon indefinite LQ problem

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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...

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Bibliographic Details
Main Authors:	Ferrante, A., Ntogramatzidis, Lorenzo
Format:	Conference Paper
Published:	2016
Online Access:	http://hdl.handle.net/20.500.11937/52505

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