### Abstract

Original language | English |
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Place of Publication | Eindhoven |

Publisher | Technische Universiteit Eindhoven |

Number of pages | 24 |

Publication status | Published - 1989 |

### Publication series

Name | Memorandum COSOR |
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Volume | 8905 |

ISSN (Print) | 0926-4493 |

### Fingerprint

### Cite this

*The totally singular linear quadratic problem with indefinite cost*. (Memorandum COSOR; Vol. 8905). Eindhoven: Technische Universiteit Eindhoven.

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*The totally singular linear quadratic problem with indefinite cost*. Memorandum COSOR, vol. 8905, Technische Universiteit Eindhoven, Eindhoven.

**The totally singular linear quadratic problem with indefinite cost.** / Trentelman, H.L.

Research output: Book/Report › Report › Academic

TY - BOOK

T1 - The totally singular linear quadratic problem with indefinite cost

AU - Trentelman, H.L.

PY - 1989

Y1 - 1989

N2 - In this paper we study the most general version of the stationary, infinite horizon linear quadratic optimal control problem. In the literature that has appeared on this problem up to now, mostly one (or both) of the following two assumptions are made: (i) the integrand of the cost criterion is given by a positive semi-definite quadratic form, (ii) the latter quadratic form is positive definite in the control variable alone. In the present paper we propose a problem formulation for the case that neither (i) nor (ii) are imposed. Subsequently, we treat the case that the problem is completely singular.

AB - In this paper we study the most general version of the stationary, infinite horizon linear quadratic optimal control problem. In the literature that has appeared on this problem up to now, mostly one (or both) of the following two assumptions are made: (i) the integrand of the cost criterion is given by a positive semi-definite quadratic form, (ii) the latter quadratic form is positive definite in the control variable alone. In the present paper we propose a problem formulation for the case that neither (i) nor (ii) are imposed. Subsequently, we treat the case that the problem is completely singular.

M3 - Report

T3 - Memorandum COSOR

BT - The totally singular linear quadratic problem with indefinite cost

PB - Technische Universiteit Eindhoven

CY - Eindhoven

ER -