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A Result on Output Feedback Linear Quadratic Control

Author

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  • Engwerda, J.C.

    (Tilburg University, Center For Economic Research)

  • Weeren, A.J.T.M.

    (Tilburg University, Center For Economic Research)

Abstract

In this note we consider the static output feedback linear quadratic control problem.We present both necessary and sufficient conditions under which this problem has a solution in case the involved cost depend only on the output and control variables.This result is used to present both necessary and sufficient conditions under which the corresponding linear quadratic differential game has a Nash equilibrium in case the players use static output feedback control.
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Suggested Citation

  • Engwerda, J.C. & Weeren, A.J.T.M., 2006. "A Result on Output Feedback Linear Quadratic Control," Discussion Paper 2006-108, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:a11b5333-1364-4a3c-a637-4dd793ba5b2f
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/780151/108.pdf
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    References listed on IDEAS

    as
    1. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469.
    2. repec:cup:cbooks:9780521822893 is not listed on IDEAS
    3. van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Other publications TiSEM d65171ce-101d-4204-a1ec-f, Tilburg University, School of Economics and Management.
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    Citations

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    Cited by:

    1. Engwerda, J.C. & Salmah, Y., 2010. "Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential," Other publications TiSEM 4be56827-dca1-42c3-8872-6, Tilburg University, School of Economics and Management.
    2. J. C. Engwerda & Salmah, 2013. "Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 552-563, May.

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    More about this item

    Keywords

    LQ theory; Algebraic Riccati equations; Differential games;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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