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eess.SY2023
On receding-horizon approximation in time-varying optimal control
Jintao Sun, Michael Cantoni
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach…
eess.SY2023★ 1 cited
On Riccati contraction in time-varying linear-quadratic control
Jintao Sun, Michael Cantoni
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on th…