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math.OC2012
The extended symplectic pencil and the finite-horizon LQ problem with two-sided boundary conditions
Augusto Ferrante, Lorenzo Ntogramatzidis
This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach…
math.OC2012★ 4 cited
The Generalised Discrete Algebraic Riccati Equation in LQ optimal control
Augusto Ferrante, Lorenzo Ntogramatzidis
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quad…