A result on output feedback linear quadratic control

Jacob Engwerda () and Arie Weeren ()

No 108, Discussion Paper from 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.

JEL-codes: C61 C72 C73 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cba
Date: Written 2006
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