Matrix inequality solution to linear-quadratic singular control problems
D.J. Clements, Brian D. O. Anderson, Peter J. Moylan · IEEE Transactions on Automatic Control · 1977
The existence of a solution to a linear-quadratic singular control problem is equivalent to the existence of a solution to a certain matrix inequality. This paper studies an approach to solving the inequality, and identifies the maximal solution of the inequality as defining the performance index infimum for the control problem.