Some computing methods in stationary finite-dimensional SLQPs

Abstract

Let us turn to stationary finite-dimensional SLQPs on the infinite time interval with the aim to give some computing methods. By the reason there are made a survey and a comparative analysis of different traditional methods as well as some new ones. As mentioned above solving SLQP under consideration closely connects with spectral factorization and separation of rational matrix functions positive on the unit circle or on the the real axis. The aim of this chapter is to select the most perspective methods of solving the SLQP under consideration. For the sake of brevity, let us stop on the discrete case in more detail.