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Finite horizon approximations of infinite horizon linear programs

โœ Scribed by Richard C. Grinold

Publisher
Springer-Verlag
Year
1977
Tongue
English
Weight
690 KB
Volume
12
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES

Large finite horizon and infinite horizo
Large finite horizon and infinite horizon lq-optimal control problems
โœ J. L. Willems; F. M. Callier ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 704 KB

In this paper the relations between the finite horizon optimal control problem with receding horizon and the infinite horizon problem are discussed; the system is assumed to be linear, time-invariant, and stabilizable. The cost function is quadratic but the output in the integral of the cost functio