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THE LINEAR QUADRATIC REGULATOR In this Section we will deal with the Linear Quadratic Regulator problem or LQR for short

We start with the most general from that of time varying system matrices and 64257nite horizon 41 Time varying and 64257nite horizon case Consider the dynamical system 41 We are interested in 64257nding a control such that the following cost

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THE LINEAR QUADRATIC REGULATOR In this Section we will deal with the Linear Quadratic Regulator problem or LQR for short






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