Calculus of variations and optimal control; optimization Optimality conditions in control Concept
Riccati differential equation of optimal control
Summary
The Riccati differential equation of optimal control is a quadratic matrix differential equation for a symmetric matrix function . It is solved backward in time from a terminal condition. Its solution gives the optimal feedback law and the optimal cost of the linear-quadratic regulator. It is the matrix analogue of the scalar Riccati equation, and its steady states solve the algebraic Riccati equation.
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| Tag | Y4V154JWR7 |
|---|---|
| URI | m2://Y4V154JWR7 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 49N10, 34A34, 93C05 |
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