<p>A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Ricca
The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution
โ Scribed by Volker L. Mehrmann
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Leaves
- 178
- Series
- Lecture Notes in Control and Information Sciences 163
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting
<p><p>This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite a