Linear-quadratic control problem with a linear term on semiinfinite interval:theory and applications

L Faybusovich (leonid.faybusovich.1nd.edu)
T Mouktonglang (tmouktonnd.edu)

Abstract: We describe a complete solution of the linear-quaratic control problem with the linear term in the objective function on a semiinfinite interval. This problem has important applications to calculation of Nesterov-Todd and other primal-dual directions in infinite-dimensional setting.

Keywords: linear-quadratic control problem, multi-criteria control problems, primal-dual algorithms

Category 1: Applications -- Science and Engineering (Control Applications )

Category 2: Infinite Dimensional Optimization

Category 3: Other Topics (Multi-Criteria Optimization )

Citation: Technical report, University of Notre Dame, December, 2003

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Entry Submitted: 12/19/2003
Entry Accepted: 12/19/2003
Entry Last Modified: 12/19/2003

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