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- W2279113362 abstract "For a discrete-time infinite-horizon linear-quadratic optimal control problem, under the assumption of the nonemptyness of the set of the asmissible process, we prove the existence and the uniqueness of an optimal process, we prove that the value-function is a quadratic function of the initial state, and we characterize the matrix of this quadratic function among the solutions of an algebraic Raccati equation by using a fixed point theorem." @default.
- W2279113362 created "2016-06-24" @default.
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- W2279113362 date "2001-01-01" @default.
- W2279113362 modified "2023-10-01" @default.
- W2279113362 title "On the Value-Function of an Infinite-Horizon Linear-Quadratic Problem" @default.
- W2279113362 hasPublicationYear "2001" @default.
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