The regular free-endpoint linear quadratic problem with indefinite cost

  • Harry, Trentelman
  • Published 2017
In this paper we study an open problem in the context of linear quadratic optimal control. the free-endpoint regular linear quadratic problem with indefinite cost functionaL It is shown that the optimal cost for this problem is given by a particular solution of the algebraic Riccati equation. We characterize this solution in terms of the geometry on the… CONTINUE READING