lq-control problem

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

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

    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