A note on finite-horizon LQ problems with indefinite cost

Ferrante, A.; Ntogramatzidis, Lorenzo

doi:10.1016/j.automatica.2014.12.008

227106_227106.pdf (61.16Kb)

Access Status

Open access

Authors

Ferrante, A.

Ntogramatzidis, Lorenzo

Date

2015

Type

Journal Article

Metadata

Show full item record

Citation

Ferrante, A. and Ntogramatzidis, L. 2015. A note on finite-horizon LQ problems with indefinite cost. Automatica. 52: pp. 290-293.

Source Title

Automatica

DOI

10.1016/j.automatica.2014.12.008

ISSN

0005-1098

School

Department of Mathematics and Statistics

URI

http://hdl.handle.net/20.500.11937/35138

Collection

Curtin Research Publications

Abstract

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.