A note on finite-horizon LQ problems with indefinite cost

• Autores: Augusto Ferrante, Lorenzo Ntogramatzidis
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 52, 2015, págs. 290-293
• Idioma: inglés
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• Resumen

  • This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of an optimal control