Showing 1 - 10 of 112
In linear-quadratic control (LQC) problems with singular control cost matrix and/or singular transition matrix, we derive a reduction of the dimension of the Riccati matrix, simplifying iteration and solution. Employing a novel transformation, we show that, under a certain rank condition, the...
Persistent link: https://www.econbiz.de/10011316872
Persistent link: https://www.econbiz.de/10001570645
Persistent link: https://www.econbiz.de/10010191085
Persistent link: https://www.econbiz.de/10000150814
Persistent link: https://www.econbiz.de/10000150817
Persistent link: https://www.econbiz.de/10000150818
Persistent link: https://www.econbiz.de/10000151646
Persistent link: https://www.econbiz.de/10000151669
Persistent link: https://www.econbiz.de/10000151674
Persistent link: https://www.econbiz.de/10000151675