A linear quadratic optimal control for a class of discrete systems: the infinite horizon case

Abstract

We consider the linear quadratic optimal control problem in the infinite time horizon case for a class of discrete-time systems controlled by a continuous inputs. We show that, under certain hypothesis, the Hilbert uniqueness method can be used to determine the optimal control.

Keywords:

• discrete distributed system
• Hilbert uniqueness method
• linear system
• optimal control

AMS Subject Classifications::

• 49N05
• 93C55
• 68M14