Title :
The algebraic Riccati equation and the singular control problem
Author :
Jurdjevic, Velimir
Author_Institution :
Dept. of Math., Toronto Univ., Ont., Canada
Abstract :
The author bridges some gaps between the geometric theory of the matrix Riccati equation and the optimality properties of linear systems with quadratic cost. The theory provides proofs for some classical variational inequalities. An application of the theory that is relevant for the quadratic regulator problem is given
Keywords :
matrix algebra; optimal control; variational techniques; algebraic Riccati equation; matrix algebra; optimal control; optimality; quadratic regulator; singular control; variational inequalities; Bibliographies; Bridges; Cost function; Differential equations; Lagrangian functions; Linear matrix inequalities; Linear systems; Mathematics; Riccati equations; Vectors;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194768
