On the infinite horizon linear-quadratic regulator problem and the Leitmann transformation
| Authors | |
|---|---|
| Publication date | 06-2025 |
| Journal | Central European Journal of operations Research |
| Volume | Issue number | 33 |
| Pages (from-to) | 345-349 |
| Number of pages | 5 |
| Organisations |
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| Abstract |
The Leitmann transformation is used to fully solve the non-discounted single state linear-quadratic regulator problem over an infinite time horizon. All steps of the computation are elementary. The only differential equation that has to be integrated is the necessary Euler–Lagrange equation. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1007/s10100-025-00959-y |
| Other links | https://www.scopus.com/pages/publications/85217373260 |
| Downloads |
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