A gradient flow approach to computing a
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M. W. Cantoni; K. L. Teo; W. Y. Yan; V. Sreeram
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Article
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1996
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John Wiley and Sons
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English
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In this paper we propose an approach to solving infinite planning horizon quadratic optimal regulator problems with linear static state feedback for discrete time systems. The approach is based on solving a sequence of approximate problems constructed by combining a finite horizon problem with an in