A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems
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Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2007. A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems. Linear Algebra and its Applications. 425 (2-3): pp. 242-260.
Linear Algebra and its Applications
Department of Mathematics and Statistics
NOTICE: this is the author’s version of a work that was accepted for publication in Linear Algebra and its Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Linear Algebra and its Applications, VOL425, ISSUE2-3, 2007 http://dx.doi.org/10.1016/j.laa.2007.01.026