Remark on multi-target, robust linear-quadratic control problem on semi-infinite interval
نویسندگان
چکیده
We consider multi-target, robust linear-quadratic control problem on semi-infinite interval. Using functional-analytic approach developed in [2], we reduce this problem to a convex optimization problem on the simplex. Explicit procedure for the evaluation of the reduced objective function is described.
منابع مشابه
Multitarget Linear-Quadratic Control Problem: Semi-Infinite Interval
We consider multi-target linear-quadratic control problem on semiinfinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex
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