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...

We consider the classical duality operators for convex objects suchas the polar of a convex set containing the origin, the dual norm,the Fenchel-transform of a convex function and the conjugate of aconvex cone. We give a new, sharper, unified treatment of the theoryof these operators, deriving...