• Jan 10, 2026 optimal control by athans falb of the Riccati Equation For linear systems with quadratic costs, the optimal control law turns out to be a state feedback: \[ u^(t) = - R^{-1}(t) B^T(t) P(t) x(t) \] where \(P(t)\) is a time-varying symmetric matrix satisfying the Ric By Jill Krajcik
