Continuous time linear quadratic regulator with control constraints via convex duality. (English) Zbl 1366.90161
Editorial remark: No review copy delivered.
MSC:
90C25 | Convex programming |
90C31 | Sensitivity, stability, parametric optimization |
49N10 | Linear-quadratic optimal control problems |
90C46 | Optimality conditions and duality in mathematical programming |