### Abstract

Original language | English |
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Title of host publication | Robust Control of Linear Systems and Nonlinear Control (Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, MTNS-89, Amsterdam, The Netherlands, June 19-23, 1989) |

Editors | M.A. Kaashoek |

Place of Publication | Basel |

Publisher | Birkhäuser Verlag |

Pages | 189-196 |

Volume | 2 |

ISBN (Print) | 978-1-4612-8839-8 |

DOIs | |

Publication status | Published - 1990 |

### Publication series

Name | Progress in Systems and Control Theory |
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Volume | 4 |

### Fingerprint

### Cite this

*Robust Control of Linear Systems and Nonlinear Control (Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, MTNS-89, Amsterdam, The Netherlands, June 19-23, 1989)*(Vol. 2, pp. 189-196). (Progress in Systems and Control Theory; Vol. 4). Basel: Birkhäuser Verlag. https://doi.org/10.1007/978-1-4612-4484-4_16

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*Robust Control of Linear Systems and Nonlinear Control (Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, MTNS-89, Amsterdam, The Netherlands, June 19-23, 1989).*vol. 2, Progress in Systems and Control Theory, vol. 4, Birkhäuser Verlag, Basel, pp. 189-196. https://doi.org/10.1007/978-1-4612-4484-4_16

**Convergence properties of indefinite linear quadratic problems with receding horizon.** / Trentelman, H.L.; Soethoudt, J.M.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Convergence properties of indefinite linear quadratic problems with receding horizon

AU - Trentelman, H.L.

AU - Soethoudt, J.M.

PY - 1990

Y1 - 1990

N2 - In this paper we study the following question: given a finite dimensional linear system together with a finite horizon (possibly indefinite) quadratic cost functional, when does the corresponding optimal cost converge to the optimal cost of the corresponding infinite horizon problem, as the length of the horizon tends to infinity? For the case that the linear quadratic problems are regular we establish necessary and sufficient conditions for this convergence to hold.

AB - In this paper we study the following question: given a finite dimensional linear system together with a finite horizon (possibly indefinite) quadratic cost functional, when does the corresponding optimal cost converge to the optimal cost of the corresponding infinite horizon problem, as the length of the horizon tends to infinity? For the case that the linear quadratic problems are regular we establish necessary and sufficient conditions for this convergence to hold.

U2 - 10.1007/978-1-4612-4484-4_16

DO - 10.1007/978-1-4612-4484-4_16

M3 - Conference contribution

SN - 978-1-4612-8839-8

VL - 2

T3 - Progress in Systems and Control Theory

SP - 189

EP - 196

BT - Robust Control of Linear Systems and Nonlinear Control (Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, MTNS-89, Amsterdam, The Netherlands, June 19-23, 1989)

A2 - Kaashoek, M.A.

PB - Birkhäuser Verlag

CY - Basel

ER -