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<p>The Leitmann transformation is used to fully solve the non-discounted single state linear-quadratic regulator problem over an infinite time horizon. All steps of the computation are elementary. The only differential equation that has to be integrated is the necessary Euler–Lagrange equation.</p>

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On the infinite horizon linear-quadratic regulator problem and the Leitmann transformation

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  • 发表日期：

    2025年1月31日

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  • Florian Wagener

摘要

The Leitmann transformation is used to fully solve the non-discounted single state linear-quadratic regulator problem over an infinite time horizon. All steps of the computation are elementary. The only differential equation that has to be integrated is the necessary Euler–Lagrange equation.