Multi-target Linear-quadratic control problem: semi-infinite interval Published: 2011/09/12, Updated: 2011/10/24 Leonid FaybusovichThanasak MouktonglangCategories Control Applications, Convex Optimization Tags convex optimization, lq-control problem Short URL: https://optimization-online.org/?p=11711 We consider multi-target linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex. CitationTo appear in Mathematical Problems in Engineering 2012 ArticleDownload View PDF