Discrete multi-target linear-quadratic control problem and quadratic programming

Abstract

We consider a discrete multi-target linear-quadratic control problem. We reduce the problem into a quadratic programming over a simplex. Computing the coefficients of the cost function requires knowing the descriptions of the orthogonal project onto the vector space Z and the orthogonal complement Z⊥ of the vector space Z. © 2013 K. Khunsmuth and T. Mouktonglang.