Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems

Lanshan Han, M. Kanat Camlibel, Jong-Shi Pang, W. P. M. H. Heemels. Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 5210-5215, IEEE, 2010. [doi]