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

Florian Wagener ()
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Florian Wagener: Universiteit van Amsterdam

Central European Journal of Operations Research, 2025, vol. 33, issue 2, No 2, 345-349

Abstract: Abstract 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.

Keywords: LQ regulator problem; Calculus of variations; Leitmann transformation; Global minimiser (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10100-025-00959-y

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