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• W2364771805 abstract "This paper concerns the discrete-time indefinite stochastic LQ control problem with cross term in the index cost, allowing the weighting matrices in the cost function to be indefinite. A generalized difference Riccati equation (GDRE) is introduced. It shows that the solvability of the GDRE is sufficient for the existence of the optimal control for the LQ problem. Furthermore, it shows that the optimal control is not unique due to the indefiniteness, and the optimal control set is explicitly obtained in terms of the solution of the GDRE." @default.
• W2364771805 created "2016-06-24" @default.
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• W2364771805 date "2004-01-01" @default.
• W2364771805 modified "2023-09-27" @default.
• W2364771805 title "Discrete-time Indefinite Linear Quadratic Control With Cross Term" @default.
• W2364771805 hasPublicationYear "2004" @default.
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