Multi-target Linear-quadratic control problem: semi-infinite interval

  • Leonid Faybusovich
  • Thanasak Mouktonglang
    • Categories Control Applications, Convex Optimization Tags , 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.

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    To appear in Mathematical Problems in Engineering 2012

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