A discretization of the cost functional in linear-quadratic optimal control†
- 1 August 1979
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 30 (2), 339-361
- https://doi.org/10.1080/00207177908922779
Abstract
A discretized cost functional in linear-quadratic control is presented. Specifically, a hybrid linear-quadratic optimal control problem is analysed from the feedback, open-loop and existence-of-solutions points of view, methods being employed from the well established theory for the solution of linear tridiagonal systems of equations.Keywords
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