On the Minimax Solution of Multiple Linear-Quadratic Problems
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 1153-1156 |
| Journal / Publication | IEEE Transactions on Automatic Control |
| Volume | 35 |
| Issue number | 10 |
| Publication status | Published - Oct 1990 |
| Externally published | Yes |
Link(s)
Abstract
Multiple linear-quadratic problems are studied in this note. A set of coupling Riccati equations is derived for vector-valued cost-to-go. A minimax solution of multiobjective convex problems is proven to be an equalizer strategy. This enables the development of a new algorithm for finding the minimax solution of multiple linear-quadratic problems.
Citation Format(s)
On the Minimax Solution of Multiple Linear-Quadratic Problems. / LI, DUAN.
In: IEEE Transactions on Automatic Control, Vol. 35, No. 10, 10.1990, p. 1153-1156.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
