A Result on Output Feedback Linear Quadratic Control

In this note we consider the static output feedback linear quadratic control problem. We present both necessary and sufficient conditions under which this problem has a solution in case the involved cost depend only on the output and control variables. This result is used to present both necessary and sufficient conditions under which the corresponding linear quadratic differential game has a Nash equilibrium in case the players use static output feedback control

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Year of publication:	[2006]
Authors:	Engwerda, Jacob C.
Other Persons:	Weeren, Arie (contributor)
Publisher:	[2006]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Bruttoinlandsprodukt \| Gross domestic product

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2006 erstellt
Other identifiers:	10.2139/ssrn.946931 [DOI]
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012732554