A note on finite-horizon LQ problems with indefinite cost

dc.contributor.author	Ferrante, A.
dc.contributor.author	Ntogramatzidis, Lorenzo
dc.date.accessioned	2017-01-30T13:47:50Z
dc.date.available	2017-01-30T13:47:50Z
dc.date.created	2015-06-28T20:00:48Z
dc.date.issued	2015
dc.identifier.citation	Ferrante, A. and Ntogramatzidis, L. 2015. A note on finite-horizon LQ problems with indefinite cost. Automatica. 52: pp. 290-293.
dc.identifier.uri	http://hdl.handle.net/20.500.11937/35138
dc.identifier.doi	10.1016/j.automatica.2014.12.008
dc.description.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.
dc.publisher	Pergamon Press
dc.subject	Riccati difference equation
dc.subject	Indefinite LQ problem
dc.title	A note on finite-horizon LQ problems with indefinite cost
dc.type	Journal Article
dcterms.source.volume	52
dcterms.source.startPage	290
dcterms.source.endPage	293
dcterms.source.issn	0005-1098
dcterms.source.title	Automatica
curtin.department	Department of Mathematics and Statistics
curtin.accessStatus	Open access