Matrix Inequality Solution to Linear-Quadratic Singular Control Problems
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Clements, David J.
Anderson, Brian D.O.
Moylan, Peter J.
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Abstract
The existence of a solution to a linear-quadratic singular control problem is equivalent to the existence of a solution to a certain matrix inequality. This paper studies an approach to solving the inequality, and identifies the maximal solution of the inequality as defining the performance index infimum for the control problem.
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IEEE Transactions on Automatic Control
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