A max-plus based fundamental solution to a class of linear regulator problems with non-quadratic terminal payoff.
Huan ZhangPeter M. DowerPublished in: ECC (2013)
Keyphrases
- linear systems
- quadratic program
- algebraic equations
- semidefinite
- closed form
- quadratic programming
- approximate solutions
- linear equations
- optimal solution
- semi infinite programming
- quadratic function
- convex functions
- robust optimization
- decision problems
- steady state
- optimal or near optimal
- mathematical model
- long term
- linear least squares
- objective function