The LQ + problem, i.e. the finite-horizon linear quadratic optimal control problem with nonnegative state constraints, is studied for positive linear systems in continuous time and in discrete time. Necessary and sufficient optimality conditions are obtained by using the maximum principle. These con
✦ LIBER ✦
Stochastic LQ-optimal control for 2-D systems
✍ Scribed by Michael Šebek; František J. Kraus
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 476 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0923-6082
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