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. Copyright © 2012 L. Faybusovich and T. Mouktonglang.

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Bibliographic Details
Main Authors: Faybusovich L., Mouktonglang T.
Format: Article
Language:English
Published: 2014
Online Access:http://www.scopus.com/inward/record.url?eid=2-s2.0-84856385472&partnerID=40&md5=9f629a4c1220bc795f95d767026b7305
http://cmuir.cmu.ac.th/handle/6653943832/6847
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Institution: Chiang Mai University
Language: English
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. Copyright © 2012 L. Faybusovich and T. Mouktonglang.