Multitarget Linear-Quadratic Control Problem: Semi-Infinite Interval

We consider multitarget linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex.

Bibliographic Details
Main Authors: L. Faybusovich, T. Mouktonglang
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2012/535610
Description
Summary:We consider multitarget linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex.
ISSN:1024-123X
1563-5147