Riccati equations. We show that the complementary duality condition of the SDP is necessary and sufficient for the existence … of an optimal LQ control. Moreover, when the complementary duality does hold, an optimal state feedback control is … constructed explicitly in terms of the solution to the semidefinite program. On the other hand, when the complementary duality …

stability of the feedback control; and we show this can be effectively examined through the complementary duality of the SDP …. Furthermore, we establish several implication relations among the SDP complementary duality, the (generalized) Riccati equation …

Riccati equations. We show that the complementary duality condition of the SDP is necessary and sufficient for the existence … of an optimal LQ control. Moreover, when the complementary duality does hold, an optimal state feedback control is … constructed explicitly in terms of the solution to the semidefinite program. On the other hand, when the complementary duality …