Rohit Gupta, Uros V. Kalabi´c, Anthony M. Bloch, Ilya Kolmanovsky
In this paper, we provide a solution to the HJB equation associated with LQR-type problems for fully-actuated left-invariant control systems on compact connected Lie groups. We obtain the corresponding algebraic/differential Riccati equation and in turn generalize some of the results in Berkane and Tayebi (2015) to a broader class of Lie groups. Closed-loop stability results are also derived.
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