Matrix Inequality Solution to Linear-Quadratic Singular Control Problems

David J. Clements; Brian D.O. Anderson; Peter J. Moylan

doi:10.1109/TAC.1977.1101403

Matrix Inequality Solution to Linear-Quadratic Singular Control Problems

David J. Clements, Brian D.O. Anderson, Peter J. Moylan

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Abstract

The existence of a solution to a linear-quadratic singular control problem is equivalent to the existence of a solution to a certain matrix inequality. This paper studies an approach to solving the inequality, and identifies the maximal solution of the inequality as defining the performance index infimum for the control problem.

Original language	English
Pages (from-to)	55-57
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	22
Issue number	1
DOIs	https://doi.org/10.1109/TAC.1977.1101403
Publication status	Published - Feb 1977
Externally published	Yes

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title = "Matrix Inequality Solution to Linear-Quadratic Singular Control Problems",

abstract = "The existence of a solution to a linear-quadratic singular control problem is equivalent to the existence of a solution to a certain matrix inequality. This paper studies an approach to solving the inequality, and identifies the maximal solution of the inequality as defining the performance index infimum for the control problem.",

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Matrix Inequality Solution to Linear-Quadratic Singular Control Problems

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